[train/tune] Raise actionable error message for missing dependencies (r…

…ay-project#38497)

When users `pip install ray` but not `ray[train]`/`ray[tune]`, they can run into confusing error messages, such as:

```
ModuleNotFoundError: No module named 'pyarrow'
```

With this PR, we import the core library requirements in the respective `__init__.py` and raise an actionable error message if they are not found:

```
ImportError: Can't import ray.train as some dependencies are missing. Run `pip install ray[train]` to fix.
```

Signed-off-by: Kai Fricke <kai@anyscale.com>
Signed-off-by: e428265 <arvind.chandramouli@lmco.com>

python/ray/train/__init__.py

@@ -1,3 +1,15 @@
+# Try import ray[train] core requirements (defined in setup.py)
+try:
+    import pandas  # noqa: F401
+    import requests  # noqa: F401
+    import pyarrow  # noqa: F401
+except ImportError as exc:
+    raise ImportError(
+        "Can't import ray.train as some dependencies are missing. "
+        'Run `pip install "ray[train]"` to fix.'
+    ) from exc
+
+
 from ray._private.usage import usage_lib
 from ray.train._internal.data_config import DataConfig
 from ray.train._internal.session import get_checkpoint, get_dataset_shard, report

python/ray/tune/__init__.py

@@ -1,3 +1,15 @@
+# Try import ray[tune] core requirements (defined in setup.py)
+try:
+    import pandas  # noqa: F401
+    import requests  # noqa: F401
+    import pyarrow  # noqa: F401
+except ImportError as exc:
+    raise ImportError(
+        "Can't import ray.tune as some dependencies are missing. "
+        'Run `pip install "ray[tune]"` to fix.'
+    ) from exc
+
+
 from ray.tune.error import TuneError
 from ray.tune.tune import run_experiments, run
 from ray.tune.syncer import SyncConfig