Fix MLflowCallback and add support for MLFLOW_EXPERIMENT_NAME

[orieg]

What does this PR do?

This PR includes the following:

• Resolves Set Experiment Name in MLflowCallback #12841: uses the MLFLOW_EXPERIMENT_NAME environment variable and the mlflow.set_experiment() method to ensure the experiment is created if it does not exist already.
• Fixes Incorrect check for MLFlow active run in MLflowCallback #17066: Checks properly for an active run using mlflow.active_run() (Bug introduced in integrations: mlflow: skip start_run() if a run is already active and sanity check on enabling integration #16131).

Supersedes #17067 due to CI build errors.

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
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• Did you write any new necessary tests?

Who can review?

Anyone in the community is free to review the PR once the tests have passed. Feel free to tag
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@sgugger

[HuggingFaceDocBuilderDev]

The documentation is not available anymore as the PR was closed or merged.

[sgugger]

Managed to activate the test by checking out your PR and pushing it to a new branch in the transformers namespace. I have no idea why it worked.

Anyhow, please run make style on your branch to fix the code quality issue and we should be good to merge! (you'll need to install the latest versions of our deps for styling with pip install .[quality] -U )

[orieg]

@sgugger All checks passed! 🤗

[sgugger]

Thanks a lot!