Add config=rocm for cpu tests to generate embedded device lib header

Author: hsharsha

tensorflow/tools/ci_build/linux/rocm/run_cpu.sh

@@ -37,6 +37,7 @@ bazel --bazelrc=tensorflow/tools/tf_sig_build_dockerfiles/devel.usertools/cpu.ba
     --config=sigbuild_local_cache \
     --verbose_failures \
     --config=pycpp \
+    --config=rocm \
     --action_env=TF_PYTHON_VERSION=$PYTHON_VERSION \
     --local_test_jobs=${N_BUILD_JOBS} \
     --jobs=${N_BUILD_JOBS} \