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[ML] Persist progress when setting DFA task to failed #61782

Commits on Sep 1, 2020

  1. [ML] Persist progress when setting DFA task to failed

    When an error occurs and we set the task to failed via
    the `DataFrameAnalyticsTask.setFailed` method we do not
    persist progress. If the job is later restarted, this means
    we do not correctly restore from where we can but instead
    we start the job from scratch and have to redo the reindexing
    phase.
    
    This commit solves this bug by persisting the progress before
    setting the task to failed.
    dimitris-athanasiou committed Sep 1, 2020
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