[3 / 3] improvements to saving and loading callback state

[awaelchli]

What does this PR do?

Part of #6467
Follow up to #6886 and #7187

Also:
Fixes #8833

Several cleanups to handle a warning message properly after the changes in #7187.

• backward compatibility for a warning message informing user about missing callbacks
• add test for warning appearing when a callback is missing
• add test that no warning is shown when callbacks are all present (Unnecessary warning when resuming training #8833)
• move the code that initializes the save_on_train_epoch_end attribute. this attribute needs to be fully resolved at the time we load the checkpoint, since it is included in the state_key and will be used to determine if the callback matches what's in the checkpoint

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  NOT NEEDED because the changes were only introduced in master.

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[pep8speaks]

Hello @awaelchli! Thanks for updating this PR. We checked the lines you've touched for PEP 8 issues, and found:

There are currently no PEP 8 issues detected in this Pull Request. Cheers! 🍻

Comment last updated at 2021-07-28 22:21:18 UTC

[codecov]

Codecov Report

Merging #7161 (28ac360) into master (f959b13) will increase coverage by 4%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #7161    +/-   ##
=======================================
+ Coverage      88%     92%    +4%     
=======================================
  Files         176     175     -1     
  Lines       14649   14667    +18     
=======================================
+ Hits        12875   13501   +626     
+ Misses       1774    1166   -608     

[tchaton]

LGTM !

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[tchaton]

Looks great !