docs: Add BackboneLambdaFinetuningCallback

[akihironitta]

What does this PR do?

The docs of BackboneLambdaFinetuningCallback and BaseFinetuningCallback aren't available right now, which was probably missed in #5377.

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[tchaton]

Hey @akihironitta @awaelchli @carmocca ,

After reflexion, I realise the Callback names aren't great !

Any proposition for better names ?

Best,
T.C

[codecov]

Codecov Report

Merging #5553 (fd1a71f) into release/1.2-dev (db78422) will not change coverage.
The diff coverage is n/a.

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  Files                  153     153           
  Lines                10860   10860           
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  Hits                 10037   10037           
  Misses                 823     823           

[carmocca]

FinetuneCallback or FinetuningCallback are the simplest