[MXNET-37] tutorial for distributed training (apache#9152)

* initial draft

* WIP tutorial

* WIP tutorial, with mnist script changes

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* WIP tutorial, with mnist script changes

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* use logger

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* remove from old page

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* first draft of tutorial
and removing pythonpath inserts for get_data, by moving them to test_utils

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* fix typos

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* rename functions

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* small change in section heading

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* fix reimport

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* Update distributed_training.md

* Update distributed_training.md

Punctuation and minor changes

* fix gluon iterators
and address some review comments

Signed-off-by: Rahul <rahulhuilgol@gmail.com>

* Update multi_devices.md

* Update distributed_training.md

indentation change

* Update distributed_training.md

cmake instruction

* retain only doc changes

* comments addressed

* fix link of gradient compression page

* clarifying launch.py usage

* update env var info

* update broken links

* update comment on splitting data