Add on_exception callback hook

[daniellepintz]

What does this PR do?

Create an on_exception callback hook that users can override to implement custom behavior when an exception occurs.

Fixes #8992

Does your PR introduce any breaking changes? If yes, please list them.

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[ananthsub]

To keep the PRs single-focused, I'd recommend splitting this into:

1. 1 PR to add the on_exception hook
2. 1 PR to deprecate on_keyboard_interrupt in favor of on_exception

[daniellepintz]

thanks for the review @ananthsub! I separated the PRs with daniellepintz#1

[ananthsub]

please check the test failures. we'll need to add this hook to the Lambda Callback as well: https://github.com/PyTorchLightning/pytorch-lightning/blob/master/pytorch_lightning/callbacks/lambda_function.py

[daniellepintz]

@ananthsub tests are fixed now!

[codecov]

Codecov Report

Merging #9183 (05f6bef) into master (1657588) will decrease coverage by 4%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #9183    +/-   ##
=======================================
- Coverage      92%     88%    -4%     
=======================================
  Files         176     176            
  Lines       14877   14831    -46     
=======================================
- Hits        13723   13064   -659     
- Misses       1154    1767   +613     

[awaelchli]

great stuff!

[Borda]

need clarification on deprecation other interrupt and better spec loop from which the exception is coming from

[tchaton]

LGTM ! small question.

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