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[Nit] Add Note on SigOpt being in Public Archive Mode (#38610)

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* add note on sigopt

* update

* Update docs/source/en/hpo_train.md

Co-authored-by: Steven Liu <59462357+stevhliu@users.noreply.github.com>

---------

Co-authored-by: Steven Liu <59462357+stevhliu@users.noreply.github.com>
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docs/source/en/hpo_train.md
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@ -19,6 +19,9 @@ Hyperparameter search discovers an optimal set of hyperparameters that produces
This guide will go over how to set up a hyperparameter search for each of the backends.
> [!WARNING]
> [SigOpt](https://github.com/sigopt/sigopt-server) is in public archive mode and is no longer actively maintained. Try using Optuna, Weights & Biases or Ray Tune instead.
```bash
pip install optuna/sigopt/wandb/ray[tune]
```