Added support for AzureOpenAiAgent in tools

[waundme]

What does this PR do?

Implements a new class AzureOpenAiAgent derived from Agent in transformer agents.

Fixes #23324

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[HuggingFaceDocBuilderDev]

The docs for this PR live here. All of your documentation changes will be reflected on that endpoint.

[MSDNAndi]

Awesome that you are contributing.
In my opinion, rather than having a separate AzureOpenAiAgent adding the options and API calls in the OpenAiAgent would be preferrable, so it is only configuration of parameters to switch to Azure. Not my call, but my preference.

[amyeroberts]

cc @sgugger

[sgugger]

Thanks for your PR. This is exactly like the OpenAiAgent class execpt for two new arguments (is_chat_model is not useful since we can determine this from the model ID) so the arguments should just be added to OpenAiAgent as optionals.

[sgugger]

Ah actually I see two arguments are renamed. Maybe have this be a subclass of OpenAiAgent to avoid rewriting every method and just rewrites _completion_generate and _chat_generate?

[MSDNAndi]

DeploymentId is named arbitrarily and does not let you directly derive the model type from it unless you do additional requests to look it up.
The underlying Python OpenAI SDK has a way of differentiating between Azure OpenAI and OpenAI's own deployment. In my opinion it would make sense to align the API style and expose what the API exposes in a similar fashion.

[sgugger]

The underlying Python OpenAI SDK has a way of differentiating between Azure OpenAI and OpenAI's own deployment. In my opinion it would make sense to align the API style and expose what the API exposes in a similar fashion.

If it's easily doable, then yes let's aim for that!

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