What does this PR do?

Currently, when using mlflow integration to track experiments, runs are being logged as nameless. E.g. see below (image from #8519). This PR is a simple one-line fix of passing args.run_name (which is currently used for wandb) to mlflow.start_run. It also updates the doc of args.run_name.

Fixes #8519, #12841

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
• Did you read the contributor guideline,
  Pull Request section?
• Was this discussed/approved via a Github issue or the forum? Please add a link
  to it if that's the case.
• Did you make sure to update the documentation with your changes? Here are the
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  here are tips on formatting docstrings.
• Did you write any new necessary tests?

Who can review?

Anyone in the community is free to review the PR once the tests have passed.

@sgugger