mlflow uri not support error

[Ling-Jun]

If we set custom local dir as mlflow.yaml's uri, it will raise an exception.

The culprit is mlflow.set_tracking_uri() function.

We can fix it by identifying uri being a local path or web URL, if it is a local dir path, we need to add file:/ prefix, as specified here:
https://mlflow.org/docs/latest/python_api/mlflow.html#mlflow.set_tracking_uri

[Ling-Jun]

so, there should be an if statement here identifying what type of uri it is, then giving the corresponding treatment. @CharlesAuthier

[CharlesAuthier]

You are wright I will took a proper look at it tomorrow