Add Grok Support (#2260)

docs/components/llms/models/xai.mdx

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+[XAI](https://x.ai/) is a new AI company founded by Elon Musk that develops large language models, including Grok. Grok is trained on real-time data from X (formerly Twitter) and aims to provide accurate, up-to-date responses with a touch of wit and humor.
+
+In order to use LLMs from XAI, go to their [platform](https://console.x.ai) and get the API key. Set the API key as `XAI_API_KEY` environment variable to use the model as given below in the example.
+
+## Usage
+
+```python
+import os
+from mem0 import Memory
+
+os.environ["OPENAI_API_KEY"] = "your-api-key" # used for embedding model
+os.environ["XAI_API_KEY"] = "your-api-key"
+
+config = {
+    "llm": {
+        "provider": "xai",
+        "config": {
+            "model": "grok-2-latest",
+            "temperature": 0.1,
+            "max_tokens": 1000,
+        }
+    }
+}
+
+m = Memory.from_config(config)
+m.add("Likes to play cricket on weekends", user_id="alice", metadata={"category": "hobbies"})
+```
+
+## Config
+
+All available parameters for the `xai` config are present in [Master List of All Params in Config](../config).