[Enhancement] Add logging

[edbeeching]

Add logging to file instead of terminal (requested on discord)

[Ivan-267]

For reference: https://stable-baselines3.readthedocs.io/en/master/common/logger.html#logger

Available formats are ["stdout", "csv", "log", "tensorboard", "json"]

Some of those formats might be useful for this, e.g. csv or json.