[BugFix] Dedicated tests for on policy losses reduction parameter

[albertbou92]

Description

Dedicated tests for on policy losses reduction parameter.

Motivation and Context

Why is this change required? What problem does it solve?
If it fixes an open issue, please link to the issue here.
You can use the syntax close #15213 if this solves the issue #15213

• I have raised an issue to propose this change (required for new features and bug fixes)

Types of changes

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds core functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)
• Example (update in the folder of examples)

Checklist

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• I have read the CONTRIBUTION guide (required)
• My change requires a change to the documentation.
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.

[pytorch-bot]

🔗 Helpful Links

🧪 See artifacts and rendered test results at hud.pytorch.org/pr/pytorch/rl/1974

• 📄 Preview Python docs built from this PR

Note: Links to docs will display an error until the docs builds have been completed.

❌ 5 New Failures, 1 Unrelated Failure

As of commit 1925508 with merge base db4ad23 ():

NEW FAILURES - The following jobs have failed:

• Continuous Benchmark (PR) / CPU Pytest benchmark (gh)
  Workflow failed! Resource not accessible by integration
• Continuous Benchmark (PR) / GPU Pytest benchmark (gh)
  Workflow failed! Resource not accessible by integration
• Libs Tests on Linux / unittests-gym (3.9, 12.1) / linux-job (gh)
  ##[error]The operation was canceled.
• Unit-tests on Linux / tests-optdeps (3.9, 12.1) / linux-job (gh)
  RuntimeError: Command docker exec -t 603efe49a61cca822f922b005f6fd77e5881cec80f32b712660da251373cac93 /exec failed with exit code 245
• Unit-tests on Windows / unittests-cpu / windows-job (gh)
  The process 'C:\Program Files\Git\cmd\git.exe' failed with exit code 128

BROKEN TRUNK - The following job failed but were present on the merge base:

👉 Rebase onto the `viable/strict` branch to avoid these failures

• Unit-tests on Windows / unittests-gpu / windows-job (gh)
  ##[error]The operation was canceled.

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[vmoens]

LGTM thanks!