Introduce Stateful DataModule

[jjenniferdai]

What does this PR do?

part of / Fixes #11429: introduce Stateful DataModule (see Appendix code changes outlined in issue)

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[ananthsub]

as a follow up, please deprecate CheckpointHooks off the DataModule interface: https://github.com/PyTorchLightning/pytorch-lightning/blob/86b177ebe5427725b35fde1a8808a7b59b8a277a/pytorch_lightning/core/datamodule.py#L26

It is no longer needed following the Stateful change and should be removed in v1.8

[jjenniferdai]

Did we want to deprecate CheckpointHooks off DataModule? The original issue #11429 discussion was more focused only on adding the Stateful alignment for all components (Motivation point 1) without editing CheckpointHooks (Motivation point 2) yet

[ananthsub]

Did we want to deprecate CheckpointHooks off DataModule? The original issue #11429 discussion was more focused only on adding the Stateful alignment for all components (Motivation point 1) without editing CheckpointHooks (Motivation point 2) yet

I should have clarified that we can follow it up in a separate issue/PR. It is not a blocker for this one.

I initially proposed using the CheckpointHooks to DataModule back in #3544 . It was to capture dataloader state that had proprietary APIs. I wish at the time I had recognized the Stateful protocol lurking in pytorch and the rest of the lightning codebase as the contract for saving/loading state, but I didn't. I don't think there's a use case for the datamodule to be augmenting/changing other components state through the on_save/load_checkpoint hooks.

[ananthsub]

nice!