[tune/rllib] Use cloudpickle to dump config (#3462)

<!--
Thank you for your contribution!

Please review https://github.com/ray-project/ray/blob/master/CONTRIBUTING.rst before opening a pull request.
-->

## What do these changes do?

JSON Logger now uses cloudpickle to dump the configs as welll, which pkls the functions needed for multi-agent replay.

## Related issue number

<!-- Are there any issues opened that will be resolved by merging this change? -->

python/ray/tune/logger.py

@@ -9,6 +9,7 @@ import numpy as np
 import os
 import yaml
 
+import ray.cloudpickle as cloudpickle
 from ray.tune.log_sync import get_syncer
 from ray.tune.result import NODE_IP, TRAINING_ITERATION, TIME_TOTAL_S, \
     TIMESTEPS_TOTAL
@@ -103,6 +104,9 @@ class _JsonLogger(Logger):
                 indent=2,
                 sort_keys=True,
                 cls=_SafeFallbackEncoder)
+        config_pkl = os.path.join(self.logdir, "params.pkl")
+        with open(config_pkl, "wb") as f:
+            cloudpickle.dump(self.config, f)
         local_file = os.path.join(self.logdir, "result.json")
         self.local_out = open(local_file, "w")