[Deepspeed] non-HF Trainer doc update (#16238)

docs/source/main_classes/deepspeed.mdx

@@ -1854,12 +1854,14 @@ In this case you usually need to raise the value of `initial_scale_power`. Setti
 ## Non-Trainer Deepspeed Integration
 
 The [`~deepspeed.HfDeepSpeedConfig`] is used to integrate Deepspeed into the 🤗 Transformers core
-functionality, when [`Trainer`] is not used. The only thing that it does is handling Deepspeed ZeRO 3 param gathering and automatically splitting the model onto multiple gpus during `from_pretrained` call. Everything else you have to do by yourself.
+functionality, when [`Trainer`] is not used. The only thing that it does is handling Deepspeed ZeRO-3 param gathering and automatically splitting the model onto multiple gpus during `from_pretrained` call. Everything else you have to do by yourself.
 
 When using [`Trainer`] everything is automatically taken care of.
 
-When not using [`Trainer`], to efficiently deploy DeepSpeed stage 3, you must instantiate the
-[`~deepspeed.HfDeepSpeedConfig`] object before instantiating the model.
+When not using [`Trainer`], to efficiently deploy DeepSpeed ZeRO-3, you must instantiate the
+[`~deepspeed.HfDeepSpeedConfig`] object before instantiating the model and keep that object alive.
+
+If you're using Deepspeed ZeRO-1 or ZeRO-2 you don't need to use `HfDeepSpeedConfig` at all.
 
 For example for a pretrained model: