Refer OPTUNA_STORAGE environment variable in non-CLI functions

[g-votte]

Motivation

Although #4299 enabled to automatically load the environment variable of OPTUNA_STORAGE, this feature is limited to the CLI so far. This issue discusses providing the OPTUNA_STORAGE variable also with non-CLI functions.

Description

One of the simplest ways would be to add a logic to automatically load OPTUNA_STORAGE in get_storage. However, there're some pros and cons as follows. We may want to carefully discuss them before the implementation.

• Pros
  • CLI and non-CLI features will become consistent. In general, the CLI is just a wrapper of the main Optuna module, and the CLI shouldn't contain its own features and logics. Otherwise, it'll gradually become impossible to keep the consistency.
• Cons
  • Automatically loading OPTUNA_STORAGE may cause problems to the users, because it is rather a common variable name to make it a reserved word. Some users might already have used the name in their systems.

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Additional context (optional)

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