Update CometCallback to allow reusing of the running experiment (#31366)

* Update CometCallback to allow reusing of the running experiment

* Fixups

* Remove useless TODO

* Add checks for minimum version of the Comet SDK

* Fix documentation and links.

Also simplify how the Comet Experiment name is passed

examples/pytorch/README.md

@@ -200,7 +200,7 @@ You can easily log and monitor your runs code. The following are currently suppo
 
 * [TensorBoard](https://www.tensorflow.org/tensorboard)
 * [Weights & Biases](https://docs.wandb.ai/integrations/huggingface)
-* [Comet ML](https://www.comet.ml/docs/python-sdk/huggingface/)
+* [Comet ML](https://www.comet.com/docs/v2/integrations/ml-frameworks/transformers/)
 * [Neptune](https://docs.neptune.ai/integrations-and-supported-tools/model-training/hugging-face)
 * [ClearML](https://clear.ml/docs/latest/docs/getting_started/ds/ds_first_steps)
 * [DVCLive](https://dvc.org/doc/dvclive/ml-frameworks/huggingface)
@@ -244,7 +244,7 @@ Additional configuration options are available through generic [wandb environmen
 
 Refer to related [documentation & examples](https://docs.wandb.ai/integrations/huggingface).
 
-### Comet.ml
+### Comet
 
 To use `comet_ml`, install the Python package with: