Add AzureML in integrations via dedicated callback

[davidefiocco]

What does this PR do?

I propose this PR to allow transformers to call AzureML logging using https://docs.microsoft.com/en-us/python/api/azureml-core/azureml.core.run(class)?view=azure-ml-py

The intended behaviour is to enable transformers users to track metrics in the AzureML UI in this fashion

Contributors to https://github.com/microsoft/AzureML-BERT and folks @microsoft may well come up with a better implementation though!

I am glad to improve the following if reviewers like the idea, and update docs and tests if needed.
@reviewers feel free to add any suggestions as my contributions to transformers have been very limited so far :)

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
• Did you read the contributor guideline,
  Pull Request section?
• Was this discussed/approved via a Github issue or the forum? Yes, check for detais https://discuss.huggingface.co/t/how-to-integrate-an-azuremlcallback-for-logging-in-azure/1713/4
• Did you make sure to update the documentation with your changes? Here are the
  documentation guidelines, and
  here are tips on formatting docstrings.
• Did you write any new necessary tests?

Who can review?

@julien-c is aware of this and @sgugger participated in the thread on forums above and implemented callbacks with #7596

[sgugger]

Looks great!
There is just a conflict to solve (probably with MLFlow merged this morning) and the CI tools to make happy (your import might need some comment to be ignored by black/isort).

[davidefiocco]

Code changes pass tests @sgugger ! Thanks @alvarobartt for having a look at those also.

I guess I need to take care of docs/source/main_classes/callback.rst as well to complete the checklist though?

[alvarobartt]

Everything keeps the standards and passes all the checks (black, isort) 👍🏻

[sgugger]

Yes, if you could add a line to the rst file, that would be great!

[sgugger]

You might need to rebase to have the latest script for doc formatting, which should do everything to make the CI happy with just make style. Let me know if you need help.

[davidefiocco]

Sorry for the somewhat messy hacktoberfest @sgugger !
I wasn't so aware of rst idiosyncrasies, and ways to diagnose issues, so I struggled a bit. Should be in order now (bonus, I fixed a typo on the way 286f20c)

[LysandreJik]

LGTM, thanks!

As you mention hacktoberfest, we had not thought of adding the label but we just did. I hope this PR will be counted towards your goal!