Add AzureML in integrations via dedicated callback (#8062)

* first attempt to add AzureML callbacks

* func arg fix

* var name fix, but still won't fix error...

* fixing as in https://discuss.huggingface.co/t/how-to-integrate-an-azuremlcallback-for-logging-in-azure/1713/2

* Avoid lint check of azureml import

* black compliance

* Make isort happy

* Fix point typo in docs

* Add AzureML to Callbacks docs

* Attempt to make sphinx happy

* Format callback docs

* Make documentation style happy

* Make docs compliant to style

Co-authored-by: Davide Fiocco <davide.fiocco@frontiersin.net>

src/transformers/trainer.py

@@ -31,6 +31,7 @@ from typing import Any, Callable, Dict, List, Optional, Tuple, Union
 from .integrations import (  # isort: split
     default_hp_search_backend,
     hp_params,
+    is_azureml_available,
     is_comet_available,
     is_mlflow_available,
     is_optuna_available,
@@ -154,6 +155,11 @@ if is_optuna_available():
 if is_ray_available():
     from ray import tune
 
+if is_azureml_available():
+    from .integrations import AzureMLCallback
+
+    DEFAULT_CALLBACKS.append(AzureMLCallback)
+
 logger = logging.get_logger(__name__)