[Docs] Warning on metric states

[SkafteNicki]

What does this PR do?

Based on discussion in slack and in issue #4357, it is not clear to users that metrics should be re-initialized per mode (training, validation, testing) such that metric states are not mixed.
This PR adds a warning to the docs.

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[codecov]

Codecov Report

Merging #4388 into master will increase coverage by 1%.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master   #4388    +/-   ##
=======================================
+ Coverage      92%     93%    +1%     
=======================================
  Files         111     111            
  Lines        8228    8044   -184     
=======================================
- Hits         7565    7454   -111     
+ Misses        663     590    -73