Feature - Add logging in callbacks for train, test, val loop

[tchaton]

What does this PR do?

This PR introduces logic to handle logging within callback.

It is now possible to log from train, val, test from on_{}_start to on_{}_end within {} being train, val, test.
Fixes #3813 #4245

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[codecov]

Codecov Report

Merging #4215 into master will increase coverage by 3%.
The diff coverage is 92%.

@@           Coverage Diff           @@
##           master   #4215    +/-   ##
=======================================
+ Coverage      90%     93%    +3%     
=======================================
  Files         103     104     +1     
  Lines        7842    8113   +271     
=======================================
+ Hits         7053    7521   +468     
+ Misses        789     592   -197     

[Borda]

is it ready to review?

[mergify]

This pull request is now in conflict... :(

[pep8speaks]

Hello @tchaton! Thanks for updating this PR.

• In the file pytorch_lightning/trainer/connectors/callback_connector.py:

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[mergify]

This pull request is now in conflict... :(