Enable custom failure logging

satishpasumarthi commented 2 years ago

Issue #, if available: https://github.com/aws/sagemaker-training-toolkit/issues/111

Description of changes: The current state of SM Training toolkit doesn't allow users to write their own custom failure messages in the failure file. This PR fixes this issue by allowing users to do the above. Also, we have made capture error to True by default. Testing done: Unit tests and Integration tests passed locally.

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