[3/3] Update lightning callbacks to Stateful, deprecations for old on_save/load_checkpoint signatures

[jjenniferdai]

What does this PR do?

Note this currently includes the changes in part [2/n] (PR #12232) until that can be merged - review here for parts 3 and 4 only.

part of / Fixes #11429: introduce Stateful Callbacks (see Appendix code changes outlined in issue)
This part:

• 3. updates lightning callbacks to Stateful
• 4. add deprecation warnings for old on_save/load_checkpoint signatures

Does your PR introduce any breaking changes? If yes, please list them.

see CHANGELOG "changed" section: removed lightning Callback.on_save/load_checkpoint methods in favor of state_dict/load_state_dict for the callbacks listed under Labels: early stopping, finetuning, model checkpoint, pruning, timer.

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[ananthsub]

Once you have a proof of concept working, I'd strongly recommend splitting this into a few different PRs:

1. Add state_dict/load_state_dict to the base Callback
2. Add support for this inside of the checkpoint connector/trainer
3. Change relevant callback implementations to use state_dict/load_state_dict instead

This will be much easier to review for merging

[jjenniferdai]

edit: was missing \( for parentheses

re: test failure, not sure what I'm missing here, they exactly match?

Failed: DID NOT WARN. No warnings of type (<class 'DeprecationWarning'>, <class 'PendingDeprecationWarning'>) matching ('Method Callback.on_load_checkpoint(callback_state) is deprecated in v1.6 and will be removed in v1.8. Please use Callback.load_state_dict instead, or new method signature Callback.on_load_checkpoint_new(checkpoint).') were emitted. The list of emitted warnings is: [LightningDeprecationWarning('Method Callback.on_load_checkpoint(callback_state) is deprecated in v1.6 and will be removed in v1.8. Please use Callback.load_state_dict instead, or new method signature Callback.on_load_checkpoint_new(checkpoint).')]