Add support for specifying process group backend to relevant distributed strategies

[ananthsub]

Fixes #11725

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[codecov]

Codecov Report

Merging #11745 (751094d) into master (73bda54) will decrease coverage by 4%.
The diff coverage is 73%.

❗ Current head 751094d differs from pull request most recent head 8296901. Consider uploading reports for the commit 8296901 to get more accurate results

@@           Coverage Diff            @@
##           master   #11745    +/-   ##
========================================
- Coverage      92%      88%    -4%     
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  Files         206      198     -8     
  Lines       17585    17387   -198     
========================================
- Hits        16127    15233   -894     
- Misses       1458     2154   +696