Trainer callbacks (#7596)

* Initial callback proposal

* Finish various callbacks

* Post-rebase conflicts

* Fix tests

* Don't use something that's not set

* Documentation

* Remove unwanted print.

* Document all models can work

* Add tests + small fixes

* Update docs/source/internal/trainer_utils.rst

Co-authored-by: Lysandre Debut <lysandre@huggingface.co>

* Address review comments

* Fix TF tests

* Real fix this time

* This one should work

* Fix typo

* Really fix typo

Co-authored-by: Lysandre Debut <lysandre@huggingface.co>

docs/source/main_classes/callback.rst

@@ -0,0 +1,68 @@
+Callbacks
+-----------------------------------------------------------------------------------------------------------------------
+
+Callbacks are objects that can customize the behavior of the training loop in the PyTorch
+:class:`~transformers.Trainer` (this feature is not yet implemented in TensorFlow) that can inspect the training loop
+state (for progress reporting, logging on TensorBoard or other ML platforms...) and take decisions (like early
+stopping).
+
+Callbacks are "read only" pieces of code, apart from the :class:`~transformers.TrainerControl` object they return, they
+cannot change anything in the training loop. For customizations that require changes in the training loop, you should
+subclass :class:`~transformers.Trainer` and override the methods you need (see :doc:`trainer` for examples).
+
+By default a :class:`~transformers.Trainer` will use the following callbacks:
+
+- :class:`~transformers.DefaultFlowCallback` which handles the default beahvior for logging, saving and evaluation.
+- :class:`~transformers.PrinterCallback` or :class:`~transformers.ProrgressCallback` to display progress and print the
+  logs (the first one is used if you deactivate tqdm through the :class:`~transformers.TrainingArguments`, otherwise
+  it's the second one).
+- :class:`~transformers.integrations.TensorBoardCallback` if tensorboard is accessible (either through PyTorch >= 1.4
+  or tensorboardX).
+- :class:`~transformers.integrations.WandbCallback` if `wandb <https://www.wandb.com/>`__ is installed.
+- :class:`~transformers.integrations.CometCallback` if `comet_ml <https://www.comet.ml/site/>`__ is installed.
+
+The main class that implements callbacks is :class:`~transformers.TrainerCallback`. It gets the
+:class:`~transformers.TrainingArguments` used to instantiate the :class:`~transformers.Trainer`, can access that
+Trainer's internal state via :class:`~transformers.TrainerState`, and can take some actions on the training loop via
+:class:`~transformers.TrainerControl`.
+
+
+Available Callbacks
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Here is the list of the available :class:`~transformers.TrainerCallback` in the library:
+
+.. autoclass:: transformers.integrations.CometCallback
+    :members: setup
+
+.. autoclass:: transformers.DefaultFlowCallback
+
+.. autoclass:: transformers.PrinterCallback
+
+.. autoclass:: transformers.ProgressCallback
+
+.. autoclass:: transformers.integrations.TensorBoardCallback
+
+.. autoclass:: transformers.integrations.WandbCallback
+    :members: setup
+
+
+TrainerCallback
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. autoclass:: transformers.TrainerCallback
+    :members:
+
+
+TrainerState
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. autoclass:: transformers.TrainerState
+    :members:
+
+
+TrainerControl
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. autoclass:: transformers.TrainerControl
+    :members: