At the moment, WandbLogger is always using wandb.init with monitor_gym =
True.
This fails when OpenAI's gym is not installed, which doesn't make sense
after the transition to Gymnasium.
I am using Tianshou with non-standard RL environment, which adhere to
Gymnasium API, and the current code is throwing exceptions.
I suggest to make it a controllable parameter. I left the default value
to True (to make it functionally the same for people using gym). It may
also make sense to change the default to False.
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