Add `convert_module` to FSDP #14343

Job	Run time
pl-cpu (macOS-14, lightning, 3.10, 2.1)	21m 53s
pl-cpu (ubuntu-20.04, lightning, 3.10, 2.1)	16m 11s
pl-cpu (windows-2022, lightning, 3.10, 2.1)	15m 35s
pl-cpu (macOS-14, lightning, 3.11, 2.2.2)	23m 35s
pl-cpu (ubuntu-20.04, lightning, 3.11, 2.2.2)	14m 49s
pl-cpu (windows-2022, lightning, 3.11, 2.2.2)	18m 52s
pl-cpu (macOS-14, lightning, 3.11, 2.3)	22m 38s
pl-cpu (ubuntu-20.04, lightning, 3.11, 2.3)	15m 59s
pl-cpu (windows-2022, lightning, 3.11, 2.3)	20m 20s
pl-cpu (macOS-14, lightning, 3.12, 2.4.1)	23m 14s
pl-cpu (ubuntu-22.04, lightning, 3.12, 2.4.1)	19m 37s
pl-cpu (windows-2022, lightning, 3.12, 2.4.1)	23m 50s
pl-cpu (macOS-14, lightning, 3.12, 2.5.1)	25m 14s
pl-cpu (ubuntu-22.04, lightning, 3.12, 2.5.1)	21m 58s
pl-cpu (windows-2022, lightning, 3.12, 2.5.1)	20m 57s
pl-cpu (macOS-14, pytorch, 3.12, 2.5.1)	23m 40s
pl-cpu (ubuntu-22.04, pytorch, 3.12, 2.5.1)	20m 54s
pl-cpu (windows-2022, pytorch, 3.12, 2.5.1)	19m 23s
pl-cpu (macOS-14, lightning, 3.9, 2.1, oldest)	21m 5s
pl-cpu (ubuntu-20.04, lightning, 3.9, 2.1, oldest)	13m 2s
pl-cpu (windows-2022, lightning, 3.9, 2.1, oldest)	15m 38s
pl-cpu (macOS-14, pytorch, 3.9, 2.1)	22m 42s
pl-cpu (ubuntu-20.04, pytorch, 3.9, 2.1)	15m 40s
pl-cpu (windows-2022, pytorch, 3.9, 2.1)	14m 48s
	7h 51m 34s

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