Backport PR #3543 on branch 1.4.x (Fix in non multiGPU training to have history saved in memory, and not on disk by default)

[meeseeksmachine]

Backport PR #3543: Fix in non multiGPU training to have history saved in memory, and not on disk by default

[codecov]

Codecov Report

❌ Patch coverage is 42.10526% with 11 lines in your changes missing coverage. Please review.
✅ Project coverage is 77.87%. Comparing base (5745041) to head (49d2fc8).
⚠️ Report is 1 commits behind head on 1.4.x.

Files with missing lines	Patch %	Lines
src/scvi/train/_logger.py	25.00%	9 Missing ⚠️
src/scvi/external/mrvi_jax/_model.py	75.00%	1 Missing ⚠️
src/scvi/train/_trainer.py	66.66%	1 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##            1.4.x    #3544   +/-   ##
=======================================
  Coverage   77.86%   77.87%           
=======================================
  Files         224      224           
  Lines       20986    20992    +6     
=======================================
+ Hits        16341    16347    +6     
  Misses       4645     4645           

Files with missing lines	Coverage Δ
src/scvi/external/mrvi_jax/_model.py	61.56% <75.00%> (ø)
src/scvi/train/_trainer.py	86.20% <66.66%> (-1.30%)	⬇️
src/scvi/train/_logger.py	83.11% <25.00%> (-8.67%)	⬇️

... and 4 files with indirect coverage changes

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