[Feature Request] Bringing wandb logging to sb3

[krishpop]

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🚀 Feature

Bringing wandb logging to sb3

Motivation

I have been using weights and biases for a project and added it as an output format to the loggers (in my fork) so that it could be used instead of tensorboard for logging metrics during a run (this includes uploading Video files, Images, histograms, and scalar values as well).

Pitch

I would like to add wandb as an logger output option (with an optional import given whether or not it is installed).

Alternatives

n/a

Additional context

Add any other context or screenshots about the feature request here.

### Checklist

• I have checked that there is no similar issue in the repo (required)

[Miffyli]

Related issues #333 and Stable-Baselines-Team/stable-baselines3-contrib#6 , and a comment #1

No core support was included originally because of the requirement of wandb requiring online accounts and all that (but has it changed?). In any case, support through callbacks should be easy to add. In case you add this kind of support, we would welcome contributions to the contrib repo :)

[krishpop]

Thanks for the fast response and quickly finding that related issue/comment! Indeed they still require online accounts, I can just try adding it to the contrib repo instead.

[araffin]

Now officially supported: https://docs.wandb.ai/guides/integrations/other/stable-baselines-3
Video: https://www.youtube.com/watch?v=ed1bqaZGOQw