[train] Update TensorFlow ReportCheckpointCallback to delete temporary directory

[matthewdeng]

Why are these changes needed?

ReportCheckpointCallback creates a TensorflowCheckpoint, which will create a temporary directory to hold the checkpoint state. After ReportCheckpointCallback calls train.report, it should clean up this temporary directory, as the checkpoint is now persisted to the final storage location.

Related issue number

Closes #40956

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[justinvyu]

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[justinvyu]

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