StateParamScheduler raises KeyError when save_history=true and multiple parameters are scheduled

[fco-dv]

🐛 Bug description

When scheduling multiple parameters on an engine, a KeyError exception is raised when save_history=True
To reproduce the bug:

    engine = Engine(lambda e, b: None)
    exp_state_parameter_scheduler1 = ExpStateScheduler(
        param_name="exp_scheduled_param1", initial_value=initial_value, gamma=gamma, save_history=True
    )
    exp_state_parameter_scheduler2 = ExpStateScheduler(
        param_name="exp_scheduled_param2", initial_value=initial_value, gamma=gamma, save_history=True
    )
    exp_state_parameter_scheduler1.attach(engine, Events.EPOCH_COMPLETED)
    exp_state_parameter_scheduler2.attach(engine, Events.EPOCH_COMPLETED)
    engine.run([0] * 8, max_epochs=max_epochs)

A fix should be applied here :

ignite/ignite/handlers/state_param_scheduler.py

Line 55 in 79678b9

engine.state.param_history.setdefault(self.param_name, []) # type: ignore[attr-defined]

        if self.save_history:
            if not hasattr(engine.state, "param_history") or engine.state.param_history is None:  # type: ignore
                setattr(engine.state, "param_history", {})
            engine.state.param_history.setdefault(self.param_name, [])  # type: ignore[attr-defined]

Environment

• PyTorch Version (e.g., 1.4):
• Ignite Version (e.g., 0.3.0):
• OS (e.g., Linux):
• How you installed Ignite (conda, pip, source):
• Python version:
• Any other relevant information: