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[feature] Add callback event, which is fired when checkpoint is saved #2835

Description

@pavelgein

User problem

I would like to have an event, which is fired when checkpoint is saved, it may be useful for downstream evaluation, checkpoint conversion or transferring.

I am willing to implement this

Desired outcome

Add new event "on_checkpoint_end"

Alternatives considered

No response

Affected area

unsure

Urgency / use case

Important but not blocking

Extra context

No response

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