Update training tutorial (huggingface#11533)

* Update training tutorial

* Apply suggestions from code review

Co-authored-by: Hamel Husain <hamelsmu@github.com>

* Address review comments

* Update docs/source/training.rst

Co-authored-by: Lysandre Debut <lysandre@huggingface.co>

* More review comments

* Last review comments

Co-authored-by: Hamel Husain <hamelsmu@github.com>
Co-authored-by: Lysandre Debut <lysandre@huggingface.co>