Support Callbacks (or a similar hook) for JVM API

Similar to the python API, it would be very useful to have a callback mechanism in the JVM API (specifically Scala in my team's case). We would like to log data as the model is training, such as the train/test loss per epoch,.

Begin with the existing Python callback mechanism and the JVM API; the issue names no files or tests. Scope is complete when JVM/Scala users can observe training metrics such as train/test loss per epoch through a callback or equivalent hook.

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