[train] Fix local storage path for windows

[justinvyu]

Why are these changes needed?

Setting a storage_path when running with Tune/Train on Windows resulted in an error:

pyarrow.lib.ArrowInvalid: GetFileInfo() yielded path 'C:/Users/.../ray_results/...', which is outside base dir 'C:/Users/.../ray_results\...'

The reason for this is that pyarrow.fs.FileSystem.from_uri("C:\\a\b\c") outputs: LocalFileSystem, "C:/a/b/c". Notice that the path got converted to a posix-style path.

However, in the StorageContext, when we continue joining directories to construct the experiment path, trial path, etc., os.path.join will start adding the native \ path separator again on windows, resulting in directories such as C:/a/b/c\exp_dir\trial_dir with mismatched separators.

This causes the error later on when trying to "upload" a file to the correct location at the storage path, since there's some prefix check that fails due to pyarrow expecting something like C:/a/b/c/exp_dir/trial_dir.

To fix this, I use Path(...).as_posix() to join paths, so that it's always of the format C:/a/b/c/exp_dir/trial_dir.

This PR also adds a minimal windows test to make sure it works and doesn't give this error anymore. Ray Tune/Train support for windows is not very comprehensive, since no train/tune CI is ported to windows CI.

Related issue number

Closes https://github.com/anyscale/runtime/issues/201
#36448
https://discuss.ray.io/t/disable-ray-synching-to-cloud-in-ray-tune/12263

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• 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 added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• 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 :(

[matthewdeng]

@justinvyu could you add to the PR description explaining the problem/fix?

[justinvyu]

@matthewdeng Done, added a description