Update on "fix periodic integration test and add helper message on to…

…rchdata import failure"


1. use the same generic torch CI workflow for periodic integration test, as in #325 for cpu/gpu unit tests.
2. `StatefulDataloader` is not in `torchdata` official release yet. Print helper message if user doesn't have a recent nightly installed.

[ghstack-poisoned]

torchtitan/datasets/hf_datasets.py

@@ -13,7 +13,7 @@
 
 try:
     from torchdata.stateful_dataloader import StatefulDataLoader
-except ModuleNotFoundError as e:
+except ImportError as e:
     raise ImportError(
         "Please install the latest torchdata nightly to use StatefulDataloader via:"
         "pip3 install --pre torchdata --index-url https://download.pytorch.org/whl/nightly"