[BUG] zero2 and zero3 has different behavior using the same hyperparameter to train a large model

Describe the bug
Zero3 and zero2 grad_norm are totally not in the same scale, which eventually leads to the crash of zero2's loss.

Expected behavior
Zero2 should have the same smoothing loss as that of zero3.

ds_report output

Please run `ds_report` to give us details about your setup.
[2023-09-10 20:53:54,125] [INFO] [real_accelerator.py:133:get_accelerator] Setting ds_accelerator to cuda (auto detect)
--------------------------------------------------
DeepSpeed C++/CUDA extension op report
--------------------------------------------------
NOTE: Ops not installed will be just-in-time (JIT) compiled at
      runtime if needed. Op compatibility means that your system
      meet the required dependencies to JIT install the op.
--------------------------------------------------
JIT compiled ops requires ninja
ninja .................. [OKAY]
--------------------------------------------------
op name ................ installed .. compatible
--------------------------------------------------
 [WARNING]  async_io requires the dev libaio .so object and headers but these were not found.
 [WARNING]  async_io: please install the libaio-dev package with apt
 [WARNING]  If libaio is already installed (perhaps from source), try setting the CFLAGS and LDFLAGS environment variables to where it can be found.
async_io ............... [NO] ....... [NO]
cpu_adagrad ............ [NO] ....... [OKAY]
cpu_adam ............... [NO] ....... [OKAY]
fused_adam ............. [NO] ....... [OKAY]
fused_lamb ............. [NO] ....... [OKAY]
quantizer .............. [NO] ....... [OKAY]
random_ltd ............. [NO] ....... [OKAY]
 [WARNING]  sparse_attn requires a torch version >= 1.5 and < 2.0 but detected 2.1
 [WARNING]  using untested triton version (2.1.0), only 1.0.0 is known to be compatible
sparse_attn ............ [NO] ....... [NO]
spatial_inference ...... [NO] ....... [OKAY]
transformer ............ [NO] ....... [OKAY]
stochastic_transformer . [NO] ....... [OKAY]
transformer_inference .. [NO] ....... [OKAY]
utils .................. [NO] ....... [OKAY]
--------------------------------------------------
DeepSpeed general environment info:
torch install path ............... ['/usr/local/lib/python3.9/dist-packages/torch']
torch version .................... 2.1.0.dev20230424+cu117
deepspeed install path ........... ['/usr/local/lib/python3.9/dist-packages/deepspeed']
deepspeed info ................... 0.10.0, unknown, unknown
torch cuda version ............... 11.7
torch hip version ................ None
nvcc version ..................... 11.7
deepspeed wheel compiled w. ...... torch 2.1, cuda 11.7

Additional context
The training will crash after one day or two. Hard to reproduce.