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