Add option to log only every N steps

[guysmoilov]

Relevant for the various autologgers (keras etc.)

The scenario is that when using a large dataset, there might be many millions of training steps.
The logged metrics become huge.
When using the vanilla logger, the user can easily wrap the logger with an if clause to only log once every e.g. 100 steps.
However, when using an autologger, this isn't something they can easily modify, so it should be an optional configuration on the logger.