Make full model before calling set_model on callback

Commit 1b67ccbe removed the _make_train_function calls from Keras training fit_generator for eager execution.

This breaks some callbacks that depend on the entire model to be populated on the set_model or on_train_begin methods.

This commit adds the method calls back in but guarded by an eager check.  It is not doing a revert / fix because the fix that removed the calls also put a test case in for eager fit_generator testing which we want to retain.