Add LightningCLI(auto_registry)

[carmocca]

What does this PR do?

Adds a flag that will automatically register all subclasses in memory for the registerable components.

Does your PR introduce any breaking changes? If yes, please list them.

None

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cc @Borda @carmocca @mauvilsa @tchaton

[carmocca]

I'd like to get this merged as is and then switch the default to True in a follow-up as that will require a larger docs rewrite and that way it's easier to revert if necessary.

[tchaton]

Love it ! And let's make this True by default.

[ethanwharris]

LGTM 😃