Feature request: knockknock integration

[BramVanroy]

This is a, not urgent, feature request in case anyone would want to make time for this. It would be nice to have knockknock integration or an alternative notification system. The library basically just adds a callback to the main train function. If the function is exited, a message is sent to a given email address or other type of account account saying that training has been completed (e.g. email, slack, text). This is particularly useful when using early stopping.

[guillaumekln]

This sounds interesting. We will probably not integrate this specific library, but allowing users to provide a file with callbacks is something we could do.