Fix mypy errors attributed to pytorch_lightning/loops/epoch/training_epoch_loop.py

[himkt]

What does this PR do?

Part of #13445. Fixing mypy complaints in training_epoch_loop.py.

Before

> mypy --install-types --non-interactive --config-file ../pyproject.toml
pytorch_lightning/loops/epoch/training_epoch_loop.py:294: error: Incompatible types in assignment (expression has type "Optional[Any]", variable has type "Dict[str, Any]")  [assignment]
pytorch_lightning/loops/epoch/training_epoch_loop.py:338: error: Incompatible return value type (got "List[<nothing>]", expected "Union[List[List[Dict[str, Any]]], List[Dict[str, Any]]]")  [return-value]
pytorch_lightning/loops/epoch/training_epoch_loop.py:380: error: Incompatible return value type (got "List[<nothing>]", expected "Union[List[List[List[Dict[str, Any]]]], List[List[Dict[str, Any]]], List[Dict[str, Any]]]")  [return-value]
pytorch_lightning/loops/epoch/training_epoch_loop.py:464: error: Argument 1 to "_get_monitor_value" of "TrainingEpochLoop" has incompatible type "Optional[str]"; expected "str"  [arg-type]
pytorch_lightning/loops/epoch/training_epoch_loop.py:496: error: Function is missing a return type annotation  [no-untyped-def]
pytorch_lightning/loops/epoch/training_epoch_loop.py:538: error: Incompatible types in assignment (expression has type "None", variable has type "Dict[str, Any]")  [assignment]
pytorch_lightning/loops/epoch/training_epoch_loop.py:576: error: Overloaded function signature 2 will never be matched: signature 1's parameter type(s) are the same or broader  [misc]
pytorch_lightning/loops/epoch/training_epoch_loop.py:594: error: Function "numpy.core.multiarray.array" is not valid as a type  [valid-type]
pytorch_lightning/loops/epoch/training_epoch_loop.py:594: note: Perhaps you need "Callable[...]" or a callback protocol?
pytorch_lightning/loops/epoch/training_epoch_loop.py:625: error: Need type annotation for "dimensions"  [var-annotated]
Found 9 errors in 1 file (checked 236 source files)

After

> mypy --install-types --non-interactive --config-file ../pyproject.toml
Success: no issues found in 236 source files

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

• c44b2c1 Raise RuntimeError if users attempt to use ReduceLROnPlateau without monitor
  • I think this changes the behavior where users attempt a wrong configuration for ReduceLROnPlateau

Before submitting

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• Did you make sure your PR does only one thing, instead of bundling different changes together?
• [ ] Did you make sure to update the documentation with your changes? (if necessary)
• [ ] Did you write any new necessary tests? (not for typos and docs)
• Did you verify new and existing tests pass locally with your changes?
• [ ] Did you list all the breaking changes introduced by this pull request?
• Did you update the CHANGELOG? (not for typos, docs, test updates, or minor internal changes/refactors)

PR review

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Did you have fun?

Enjoying mypy puzzle 🤗

[himkt]

Single card HPU test failed with the message "ModuleNotFoundError: No module named 'pytorch_lightning'", but I don't understand what's wrong in my PR...

https://dev.azure.com/Lightning-AI/lightning/_build/results?buildId=78310&view=logs&j=8a08b103-7f3c-5f4b-1889-6a795acbb007&t=5236135a-7c43-5800-935b-e902d7c2c9ea

[himkt]

https://github.com/Lightning-AI/lightning/runs/7235310789?check_suite_focus=true#step:18:727

It doesn't reproduce on my local environment... 😢

[carmocca]

LGTM after comments addressed

[himkt]

Thank you so much for all reviewers! I just revised the PR again, PTAL. cc. @carmocca