Add custom callbacks after fitting at each step in Pipeline

[dayyass]

Describe the workflow you want to enable

It would be convenient if after each step of the pipeline you could call a custom function (callback) if needed.
For example, in simple TF-IDF + LogReg pipeline, after the step of fitting TF-IDF, I would like to look at the dimension of the resulting dictionary (output it to stdout).

Describe your proposed solution

Add additional parameter callbacks to Pipeline, which takes List of (name, transform) tuples, similar to the steps parameter (default: None).

[glemaitre]

duplicate #10973
feature discussion: #16925