[BUG] Check if Dask has quit to avoid throwing an exception and triggering a segfault on ddp exit #3961
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Currently, when training with ddp, if dask exits before the
CuGraphStore
is cleaned up, an exception is thrown, which causes ddp to quit with an error, which then causes a segfault, making users think that the workflow has failed when it has actually succeeded. This bug gracefully displays a warning if the dask dataset can't be deleted, which resolves this issue.