Raising a better warning if train or eval did not process any data.

[ethantang-db]

What does this PR do?

Added warnings to the user if a train or eval epoch ended up processing no data. This can happen if somehow the data sampling ends up not feeding a process data or an empty dataset is passed in. This warning gives more visibility to the user that it has happened and that further issues or crashes can happen down the line.

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[mihir-db]

LGTM, minor comments

[mvpatel2000]

LGTM with exception of small nits