try pickling model instead of failing based on state functions and change to UserConfigValidationException

[imatiach-msft]

Description

In live site, seeing error in azureml when running RAI:

<class 'ValueError'>
File "/mnt/azureml/cr/j/[guid]/exe/wd/_telemetry/_loggerfactory.py", line 151 in wrapper
return func(*args, **kwargs)
File "create_error_analysis.py", line 79 in main
save_to_output_port(rai_i, args.error_analysis_path, RAIToolType.ERROR_ANALYSIS)
File "/mnt/azureml/cr/j/[guid]/exe/wd/rai_component_utilities.py", line 297 in save_to_output_port
rai_i.save(tmpdirname)
File "/azureml-envs/responsibleai/lib/python3.8/site-packages/responsibleai/rai_insights/rai_insights.py", line 845 in save
super(RAIInsights, self).save(path)
File "/azureml-envs/responsibleai/lib/python3.8/site-packages/responsibleai/rai_insights/rai_base_insights.py", line 219 in save
self._save_model(path)
File "/azureml-envs/responsibleai/lib/python3.8/site-packages/responsibleai/rai_insights/rai_base_insights.py", line 193 in _save_model
raise ValueError(

Instead of failing early based on setstate and getstate functions, we just print a warning and still try to pickle the model (but default pickle will serialize the dict if those functions are not there), and if that fails throw a UserConfigValidationException instead of a ValueError since it's a user error.

Checklist

• I have added screenshots above for all UI changes.
• I have added e2e tests for all UI changes.
• Documentation was updated if it was needed.

[codecov-commenter]

Codecov Report

Merging #2014 (98b286a) into main (f87f229) will decrease coverage by 0.97%.
The diff coverage is 57.14%.

@@            Coverage Diff             @@
##             main    #2014      +/-   ##
==========================================
- Coverage   93.07%   92.10%   -0.97%     
==========================================
  Files          48       78      +30     
  Lines        1963     3522    +1559     
==========================================
+ Hits         1827     3244    +1417     
- Misses        136      278     +142     

Flag	Coverage Δ
unittests	92.10% <57.14%> (-0.97%)	⬇️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
...ai/responsibleai/rai_insights/rai_base_insights.py	86.20% <57.14%> (ø)

... and 63 files with indirect coverage changes

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