Set Experiment Name in MLflowCallback

[PhilipMay]

In the MLflowCallback it is not possible to set the Experiment Name.
As a consequence the run is logged to the Default experiment.

I would like to suggest the following feature:

It is possible to set an env. variable called ML_FLOW_CALLBACK_EXPERIMENT_NAME
which then calls mlflow.set_experiment(experiment_name).

What do you think? As always I can provide a PR if wanted.

[PhilipMay]

PS: additionaly to the env. var we might want to add a constructore parameter - what do you think?

[github-actions]

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[orieg]

This issue should be reopened as it is intended for mlflow experiment name which is different from run_name.