Add `report_to` training arguments to control the integrations used
# What does this PR do?

This PR introduces a new `report_to` training argument that controls which of the multiple reporting tools to use in a training round. Currently, `Trainer` automatically uses everything installed, which can cause trouble when:
- one platform is installed but not properly set up.
- one platform is installed but the user doesn't want to use it today.

In my opinion the current behavior is too magical and does not fit our philosophy. To avoid any breaking change, the current default for this `report_to` argument is to use everything installed, but I would like to switch this to an empty list at the next major release, so the user has to opt-in the platforms they want to use.
