[tune] check for running session

[richardliaw]

Why are these changes needed?

Hard to detect if in Tune session.
Closes #10839

Related issue number

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• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/latest/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[mil-ad]

get_session() is currently not exposed in __all__ but is it a good idea to expose the session object to the outside world? There's not much they can do with it anyway is there? I think it's better to also add an explicit method like is_running() or whatever that then returns get_session(warn=False) is None.

[richardliaw]

@mi-lad good point. I've adjusted the PR and added a test.

[amogkam]

LGTM