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* Split from NCCL PR

* Fix type in comment

* Expand documentation for sparse_all_to_all_push

* Restore previous behavior in example

* Re-work optimizer to use NCCL based on gradient location

* Allow for running with embedding on CPU but using NCCL for gradient exchange

* Optimize single partition case

* Fix pylint errors

* Add missing include

* fix gradient indexing

* Fix line continuation

* Migrate 'first_step'

* Skip tests without enough GPUs to run NCCL

* Improve empty tensor handling for pytorch 1.5

* Fix indentation

* Allow multiple NCCL communicator to coexist

* Improve handling of empty message

* Update python/dgl/nn/pytorch/sparse_emb.py
Co-authored-by: xiang song(charlie.song) <classicxsong@gmail.com>

* Update python/dgl/nn/pytorch/sparse_emb.py
Co-authored-by: xiang song(charlie.song) <classicxsong@gmail.com>

* Keepy empty tensor dimensionaless

* th.empty -> th.tensor

* Preserve shape for empty non-zero dimension tensors

* Use shared state, when embedding is shared

* Add support for gathering an embedding

* Fix typo

* Fix more typos

* Fix backend call

* Use NodeDataLoader to take advantage of ddp

* Update training script to share memory

* Only squeeze last dimension

* Better handle empty message

* Keep embedding on the target device GPU if dgl_sparse if false in RGCN example

* Fix typo in comment

* Add asserts

* Improve documentation in example
Co-authored-by: xiang song(charlie.song) <classicxsong@gmail.com>