[feat] Add tracking on new TrainLoop

[tchaton]

What does this PR do?

Progress guide: https://docs.google.com/document/d/1U73b4uFML2MNdObh6MVsBpFDrgLUOU2Sd_x0_DVk-Bo/edit?usp=sharing

This PR adds tracking on the new FitLoop.

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[carmocca]

Requesting to let me review