Fix pickling error with CSVLogger

[EspenHa]

Fix pickling error with CSVLogger

Pickling CSVLogger will lead to an error if some metrics have been logged and .save has been called. This PR fixes that issue.

import pytorch_lightning as pl
import pickle

logger = pl.loggers.CSVLogger("test")

pickle.dumps(logger) # works fine

logger.log_metrics({"a": 1})
logger.save()

pickle.dumps(logger)  # crashes: TypeError: cannot pickle '_csv.writer' object

Fixes #10387

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

No

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[awaelchli]

Thx for sending the fix @EspenHa. Could you add the lines

logger.log_metrics({"a": 1})
logger.save()

to the test tests/loggers/test_all.py::_test_loggers_pickle please?
And a changelog entry in the section "fixed" if possible.

[EspenHa]

@awaelchli I improved the test and added a line in the changelog 👍

[tchaton]

LGTM ! Nice work !