removing azureml-specific code - now covered by MLflow
Author: wamartin-aml
Pull request: yes

Signed-off-by: Walter Martin <wamartin@microsoft.com>

# What does this PR do?

This PR removes AzureML code from the repo since AzureML tracking can all be done through MLflow.

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## 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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      Pull Request section?
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      [here are tips on formatting docstrings](https://github.com/huggingface/transformers/tree/master/docs#writing-source-documentation).
- [x] Did you write any new necessary tests?


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Models:

- albert, bert, xlm: @LysandreJik
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- longformer, reformer, transfoxl, xlnet: @patrickvonplaten
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Comments:
The docs for this PR live [here](https://moon-ci-docs.huggingface.co/docs/transformers/pr_16000). All of your documentation changes will be reflected on that endpoint.

This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.

Very nice to be able to handle it through MLFlow! What do you think @sgugger?

Removing the callback as is is breaking though. It should be left with a deprecation cycle.

This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.