Reorder module import orders for dist-kvstore

[eric-haibin-lin]

Description

For distributed training, a new process is launched when importing the kvstore_server module. This should be imported at last so that other MXNet modules are initialized correctly. Otherwise this may result in error when unpickling custom LR scheduler/optimizers. For example, the LRScheduler in gluoncv /~https://github.com/dmlc/gluon-cv/blob/master/gluoncv/utils/lr_scheduler.py#L8 depends on a specific version of MXNet, and checks the __version__ attr of MXNet, which is not set on kvstore server due to the fact that kvstore-server module is imported before the __version__ attr is set.

@hetong007

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• Changes are complete (i.e. I finished coding on this PR)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

End to end tested with a gluon-cv example.

[sandeep-krishnamurthy]

Wow, tricky issue. Nice fix. I think add more details as code comment taking from your PR description will be useful.
Otherwise this may result in error when unpickling custom LR scheduler/optimizers. For example, the LRScheduler in gluoncv /~https://github.com/dmlc/gluon-cv/blob/master/gluoncv/utils/lr_scheduler.py#L8 depends on a specific version of MXNet, and checks the __version__ attr of MXNet, which is not set on kvstore server due to the fact that kvstore-server module is imported before the __version__ attr is set.

[eric-haibin-lin]

Added. Thanks