Metric monitor callback

[FrancoisPgm]

Add a MetricMonitor callback class to log a metric during fitting.

Not sure about the name though, I was thinking about ErrorMetricMonitor or ScoreMetricMonitor. Also "Monitor" could be changed to "Logger".

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[FrancoisPgm]

@jeremiedbb

[FrancoisPgm]

The current version passes the callback tests when running them without pytest parallelization. But whit the pytest parallellization it can happen that some items logged by the MetricMonitor get lost when tested on a cloned estimator in a meta estimator. Sometimes also the tests seem to get stuck forever, probably a deadlock in the MetricMonitor.