[RLlib; Offline RL] Store episodes in state form.

[simonsays1980]

Why are these changes needed?

Storing with ray.data episodes as instances results in pickled instances that are maybe not compatible with later python versions. This PR tries to develop a stream that is compatible with later Python versions by simplifying objects in their get_state methods and tries to reproduce them in their static from_state method. It uses mgspack to serialize objects (and msgpack-numpy to serialize numpy array) which is a serialization protocol independent of Python versions.

Related issue number

Checks

• [x] I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• [x] I've run scripts/format.sh to lint the changes in this PR.
• [x] I've included any doc changes needed for https://docs.ray.io/en/master/.
  • [ ] I've added any new APIs to the API Reference. For example, if I added a method in Tune, I've added it in doc/source/tune/api/ under the corresponding .rst file.
• [x] I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • [x] Unit tests
  • [x] Release tests
  • [ ] This PR is not tested :(