[Train] Replace lambda default arguments

[peytondmurray]

Why are these changes needed?

This PR fixes instances where lambda functions are used as default arguments. Since default arguments are evaluated at function definition time, mutable objects can have unintuitive behavior; additionally, they prevent our documentation from rendering correctly. This PR is part of #45129, but has been split up to minimize codeowner impact.

Related issue number

Partially addresses #45129.

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 :(