Neptune fix bug init run (#22836)
* [neptune] fix checkpoint bug with relative out_dir
* update imports
* reformat with black
* check neptune without imports
* fix typing-related issue
* run black on code
* use os.path.sep instead of raw \
* simplify imports and remove type annotation
* make ruff happy
* apply review suggestions
* replace run with with_id kwarg to run
* update imports to avoid deprecation warnings for the latest client
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Co-authored-by: kshitij12345 <kshitijkalambarkar@gmail.com>