Replace a MisconfigurationException with warning in ModelCheckpoint callback

[kazhang]

What does this PR do?

I have a custom checkpoint callback that inherits from the ModelCheckpoint callback to support every_n_steps by saving all(save_top_k=-1 and monitor=None) and skip if not every n steps ((global_step + 1) % every_n_steps != 0)

At the same time, I also want to store the last checkpoint(save_last=True) so that we could resume training from crash.

However, this exception prevent me from doing so.

This PR replace the exception with a warning as discussed in #4335

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[codecov]

Codecov Report

Merging #4560 (713e37f) into master (465ec75) will decrease coverage by 0%.
The diff coverage is n/a.

@@          Coverage Diff           @@
##           master   #4560   +/-   ##
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- Coverage      93%     93%   -0%     
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  Files         116     116           
  Lines        8855    8854    -1     
======================================
- Hits         8248    8244    -4     
- Misses        607     610    +3     

[awaelchli]

you can convert this to pytest.warns(UserWarning, ...

[tchaton]

Great catch !

[SkafteNicki]

LGTM