Add `save_on_exception` option to `ModelCheckpoint` (#20916)
* add saving of checkpoint if an exception is raised
* import callback to checkpoint test file
* add test for exception in training callbacks
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Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
Co-authored-by: Jirka Borovec <6035284+Borda@users.noreply.github.com>
Co-authored-by: Jirka B <j.borovec+github@gmail.com>