fix a doc off

Signed-off-by: Lehui Liu <lehui@anyscale.com>

Author: liulehui

doc/source/train/user-guides/experiment-tracking.rst

@@ -182,8 +182,10 @@ If applicable, make sure that you properly set up credentials on each training w
 
         .. testcode::
             :skipif: True
-
-            mlflow.start_run(tracking_uri="file:some_shared_storage_path/mlruns")
+            
+            mlflow.set_tracking_uri("file://some_shared_storage_path/mlruns")
+            mlflow.set_experiment("my_experiment")
+            mlflow.start_run()
 
         **Remote, hosted by Databricks**