Unifying training argument type annotations
# What does this PR do?

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This PR fixes the incorrect type annotations in the `TrainingArguments` class. Some arguments can handle complex types like `evaluation_strategy: IntervalStrategy`. However, when calling from CLI, they can be initialized using a `str` as well which is not reflected in the type annotations.

**Solution**: Fix the type annotations to `Union[ComplexType, str]`.

Note that this PR simply ensures consistency between the docstrings and the annotated types. E.g., the docstring for `evaluation_strategy` is already:
```txt
        evaluation_strategy (`str` or [`~trainer_utils.IntervalStrategy`], *optional*, defaults to `"no"`):
            The evaluation strategy...
```


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Please have a look @sgugger!

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_The documentation is not available anymore as the PR was closed or merged._<|||||>I understand that the tests are failing because of:

```txt
ValueError: Only `Union[X, NoneType]` (i.e., `Optional[X]`) is allowed for `Union` because
the argument parser only supports one type per argument. Problem encountered in field 'evaluation_strategy'.
```

Could this issue of not supporting multiple types be fixed in HF itself? I guess no since it's introduced upstream by `arparse.add_argument` not allowing multiple types? @sgugger 

Ultimately, this is inconsistency between the type annotations and the actually possible types is caused by HF. I think it's quite  problematic because it's a systematic inconsistency that makes things appear more complex as they are. If the annotation has to be a single type, then should it not be the simplest type that can actually be used, in this case `str`? 
In that way, HF would be minimally invasive wrt downstream packages that indeed have stricter type annotation requirements.<|||||>The type is not perfectly exact, but note that:
1. the argument will be converted to that type in the post-init, so while the init of the dataclass accepts both `str` and `IntervalStrategy` (or other enum types), the attribute will always be of the enum type.
2. having the enum has main type allows us to properly fill the `choices` part of the parser for CLI help.

So to be able to accept the change in type, we would need some custom code in `HfArgumentParser` to not only stop erroring on those types, but also properly fill the `choices` part. If you're interested in exploring this further, those are the missing steps we would need in order to merge this PR.<|||||>Looking at this from the surface, it seems that this PR is (partially?) covered by the PR that was merged earlier today? https://github.com/huggingface/transformers/pull/17933

There:

- "Complex" enumtypes like IntervalStrategy (all that subclass `ExplicitEnum`) now also subclass `str`. As a consequence, the argparse equivalents also accept any string value
- `HfArgumentParser._parse_dataclass_field` (that gives you the Union error) has been updated to allow Union's that include a `str`, because the `str` type is never an issue for argparse (as its the default)<|||||>We don't have the error anymore, but we are still losing the autofill of "choices" and all the custom logic we had for enums [here](https://github.com/huggingface/transformers/blob/fbc7598babd06a49797db7142016f0029cdc41b2/src/transformers/hf_argparser.py#L105).<|||||>Thanks a lot @BramVanroy, that's a nice coincidence!!

@sgugger: Could we move up that logic about the autofill to an `elif` starting at L94?<|||||>I think there should be an if at line 94 that replaces the `field.dtype` by the `field.type.__args__` which is not `str` (like we replace the `field.dtype` that is not None below line 95 for `Optional`), then line 105 and the test for enums will be triggered properly.

Basically something like:
```py
if type(None) not in field.type.__args__:
    # filter `str` in Union
    field.type = field.type.__args__[0] if field.type.__args__[1] == str else field.type.__args__[1]
    origin_type = getattr(field.type, "__origin__", field.type)
elif bool not in field.type.__args__:
``` 
before and replacing the line 
```py
if bool not in field.type.__args__:
```
<|||||>Just did that!<|||||>Thanks! Will play a bit with it tomorrow morning to triple-check nothing breaks then it should be good to merge!<|||||>All good in my tests, thanks again for your work on this!