[Tune] Set correct Optuna TrialState in on_trial_complete

[Yard1]

Why are these changes needed?

Optuna's ask-tell interface supports passing a TrialState to tell(). By default, that TrialState is TrialState.COMPLETE. However, if values are None, then an exception is raised - while that exception is caught by OptunaSearch, it results in the Trial not being saved in Optuna. As the values are set to None when a Trial is pruned by Tune's Scheduler, this results in pruned trials not being saved at all, degrading optimization performance. This PR fixes this by setting the correct TrialState.

Related issue number

Checks

• 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/master/.
• 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 :(

[Yard1]

CC @krfricke

[krfricke]

This is great, thanks for catching this. I'll approve now but the tune build failed (probably unrelated), so we'll have to wait until that run finishes before merging.