Add ReduceLROnPlateauScheduler feature

[sadra-barikbin]

Fixes #1754

Description:
Add ReduceLROnPlateauScheduler which basically is a wrapper around torch.optim.lr_scheduler.ReduceLROnPlateau. It supports param_group_index and save_history params.
Check list:

• New tests are added (if a new feature is added)
• New doc strings: description and/or example code are in RST format
• Documentation is updated (if required)

[vfdev-5]

@sadra-barikbin thanks for the PR, can you run the following to fix code format:

• bash ./tests/run_code_style.sh install
• bash ./tests/run_code_style.sh fmt

See https://github.com/pytorch/ignite/blob/master/CONTRIBUTING.md#formatting-code

[sadra-barikbin]

Hi,

@vfdev-5 Anything else should I do?

[vfdev-5]

Hi @sadra-barikbin thanks for updates, I left few other comments. I checked how it works and now i understand that you are patching an original private method : self.scheduler._reduce_lr = self._reduce_lr to make things to work. Let's say it is OK.

[vfdev-5]

@sadra-barikbin thanks for the updates and sorry for delay !
Few nits about verbose and we can merge this PR.

[vfdev-5]

@sadra-barikbin can you resolve conflicts with master and address remaining comments. We can try to merge it then. Thanks a lot !

[vfdev-5]

Thanks for the update @sadra-barikbin !
Good to the PR.