docs: add link to lightning-colossalai (#16945)
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The Colossal-AI strategy implements ZeRO-DP with chunk-based memory management.
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The `Colossal-AI strategy <https://github.com/Lightning-AI/lightning-colossalai>`_ implements ZeRO-DP with chunk-based memory management.
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With this chunk mechanism, really large models can be trained with a small number of GPUs.
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It supports larger trainable model size and batch size than usual heterogeneous training by reducing CUDA memory fragments and CPU memory consumption.
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Also, it speeds up this kind of heterogeneous training by fully utilizing all kinds of resources.
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