[rllib] add tests for examples using ray client

[matthewdeng]

Why are these changes needed?

Adding tests for RLLib using Ray Client to connect. Functionality being tested comes from the following key example flows:

1. custom_train_fn
2. cartpole_lstm
3. custom_experiment

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 :(

[amogkam]

Nice, this looks good to me! Will wait for @sven1977 to give final approval.

[sven1977]

Very cool. Thanks for these tests @matthewdeng !