[tune] Added WandbLogger (#9725)

Co-authored-by: Richard Liaw <rliaw@berkeley.edu>
Co-authored-by: Kai Fricke <kai@anyscale.com>

doc/source/tune/_tutorials/overview.rst

@@ -53,6 +53,11 @@ Take a look at any of the below tutorials to get started with Tune.
    :figure: /images/xgboost_logo.png
    :description: :doc:`A guide to tuning XGBoost parameters with Tune <tune-xgboost>`
 
+.. customgalleryitem::
+   :tooltip: Use Weights & Biases within Tune.
+   :figure: /images/wandb_logo.png
+   :description: :doc:`Track your experiment process with the Weights & Biases tools <tune-wandb>`
+
 
 .. raw:: html
 
@@ -69,6 +74,7 @@ Take a look at any of the below tutorials to get started with Tune.
    tune-pytorch-cifar.rst
    tune-pytorch-lightning.rst
    tune-xgboost.rst
+   tune-wandb.rst
 
 Colab Exercises
 ---------------

doc/source/tune/_tutorials/tune-wandb.rst

@@ -0,0 +1,35 @@
+.. _tune-wandb:
+
+Using Weights & Biases with Tune
+================================
+
+`Weights & Biases <https://www.wandb.com/>`_ (Wandb) is a tool for experiment
+tracking, model optimizaton, and dataset versioning. It is very popular
+in the machine learning and data science community for its superb visualization
+tools.
+
+.. image:: /images/wandb_logo_full.png
+  :height: 80px
+  :alt: Weights & Biases
+  :align: center
+  :target: https://www.wandb.com/
+
+Ray Tune currently offers two lightweight integrations for Weights & Biases.
+One is the :ref:`WandbLogger <tune-wandb-logger>`, which automatically logs
+metrics reported to Tune to the Wandb API.
+
+The other one is the :ref:`@wandb_mixin <tune-wandb-mixin>` decorator, which can be
+used with the function API. It automatically
+initializes the Wandb API with Tune's training information. You can just use the
+Wandb API like you would normally do, e.g. using ``wandb.log()`` to log your training
+process.
+
+Please :doc:`see here for a full example </tune/examples/wandb_example>`.
+
+.. _tune-wandb-logger:
+
+.. autoclass:: ray.tune.integration.wandb.WandbLogger
+
+.. _tune-wandb-mixin:
+
+.. autofunction:: ray.tune.integration.wandb.wandb_mixin