Add ConnectionError handling for MLFlow logger

[tanaysoni]

This PR adds error handling in the MLFlow Logger

• raise error and display error message(with guide to use MLFLow in local mode)when a remote MLFLow instance is unreachable
• catch exceptions when a MLFlow instance is unreachable when logging metrics, params, or artifacts. This prevents training from crashing when a MLFLow server is momentarily unavailable.

[Timoeller]

The method looks totally fine.
Could you add the exceptions to the other places where the logger is used e.g. in farm/experiment.py please?

[tanaysoni]

@Timoeller At other place like farm/experiment and the examples, the logging for MLFlow runs is done via the MLFlowLogger class, so the exception handling is covered. We should not need additional try catch blocks.

[Timoeller]

Ah, you are totally right. Approved.
I will better not review code from my mobile next time...