[bug] Set split_idx from logger_connector to trainer.

[tchaton]

What does this PR do?

Fixes #4682

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[codecov]

Codecov Report

Merging #4697 (6fbe126) into master (5109766) will decrease coverage by 0%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #4697   +/-   ##
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- Coverage      93%     93%   -0%     
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  Files         117     117           
  Lines        8932    8933    +1     
======================================
- Hits         8301    8299    -2     
- Misses        631     634    +3     

[Borda]

pls update the changelog and still some checks are missing in the PR body :]

[jeremyjordan]

sorry for the late reply, but could we add a test that uses tbptt with a validation step to prevent future regressions?