Example (+Test?) Checkpointing

[robintibor]

Skorch supplies us with checkpointing, might be worth to integrate into existing tutorials/example ? or create a new example?

[hubertjb]

I agree, an example around checkpointing would be useful. For reference, there is checkpointing in the relative positioning example although it's not the main point of the example: https://braindecode.org/auto_examples/plot_relative_positioning.html#training