Make the state dict of CyclicLR scheduler pickleable (#91400)
Fixes #90414
This PR drops the unpicklable `weakref.WeakMethod` object from CyclicLR scheduler from the state dict, and re-inits the object again once the state dict gets loaded. This makes the state picklable so you can include it in your checkpoint. Also fixes https://github.com/Lightning-AI/lightning/issues/15901
A simple test was added that `pickle.dumps(state)` the state.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/91400
Approved by: https://github.com/albanD
