Set Experiment Name in `MLflowCallback`
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.

PS: additionaly to the env. var we might want to add a constructore parameter - what do you think?<|||||>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/master/CONTRIBUTING.md) are likely to be ignored.<|||||>This issue should be reopened as it is intended for mlflow experiment name which is different from run_name.