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Add support for cancelling of training #2997

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Description

Once the cancellation mechanism is available, we need to enable cancellation of training for the following learners:

  • RegressionCatalog.Trainers.StochasticDualCoordinateAscent
  • RegressionCatalog.Trainers.FastTree
  • BinaryClassificationCatalog.Trainers.FastTree
  • BinaryClassificationCatalog.Trainers.LogisticRegression

This is continuation of #2795

At the very least we should be able to check for cancellation at the beginning of training and at the beginning of each iteration.

Pri2: Also do this for:

  • Normalization
  • OneHotEncoding
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