Do not trust trainable_variables create by Keras layers. Use `M.weights` instead and print warnings about unknown variables. (#748)

Doing:

```
ds = RepeatedData(ds, -1)
ds = PrefetchDataZMQ(ds, num_workers)
ds.reset_state()
```

Would blow up, since `RepeatedData` raises a ValueError, and `PrefetchDataZMQ` only checks for `NotImplementedError`.

Not the cleanest fix but 🤷‍♂️

* Removed excess copying when fetching data from ZMQ

The `.bytes` explicitly triggers a copy in order to create a Python `bytes` object. This isn't necessary for pyarrow deserialization.

* Remove all the `.bytes`!

* Fixed crash when deleting a MultiThreadPrefetchData instance when `reset_state()` was not called

* Add option to write multiple tensorboard event files.

* rename and add docs

Remove `self`, otherwise `AttributeError: 'DataFromIterable' object has no attribute 'iterable'`

* Fix typos

* Fix typo

* Fix typo