Fix all tests under python/keras on windows (#14439)

* Add keras tests to cmake build.

* Make sure to close all file handles before cleanup in models_test.

* Try to fix callbacks_test failures on windows.

* Add a destructor for io_utils.HDF5Matrix class.

* Clear the FileWriterCache before deleting test folders in estiamator_test.

* Actually enable keras tests this time.

* Fix typo in models_test

* Make sure writer cache is clear before trying to delete files.

* Disable failing test cases on windows in data_utils_test.

* Disable failing test case on windows in training_test.

* Make sure the file writer is closed in callbacks_test.

* Remove the unused positional arg for on_train_end for Tensorboard callback.

* Skip empty rows in test_stop_training_csv.

* Skip tests that use use_multiprocessing=True on windows.

* Address review comments.

* Fix typo in callbacks_test.py.

* Update TensorBoard callback API to be consistent with the other callbacks.

* Revert callbacks_test to skip empty lines.

Opening with 'rU' does not seem to work.

* Add keras tests to cmake build.

* Make sure to close all file handles before cleanup in models_test.

* Try to fix callbacks_test failures on windows.

* Add a destructor for io_utils.HDF5Matrix class.

* Clear the FileWriterCache before deleting test folders in estiamator_test.

* Actually enable keras tests this time.

* Fix typo in models_test

* Make sure writer cache is clear before trying to delete files.

* Disable failing test cases on windows in data_utils_test.

* Disable failing test case on windows in training_test.

* Make sure the file writer is closed in callbacks_test.

* Remove the unused positional arg for on_train_end for Tensorboard callback.

* Skip empty rows in test_stop_training_csv.

* Skip tests that use use_multiprocessing=True on windows.

* Address review comments.

* Fix typo in callbacks_test.py.

* Update TensorBoard callback API to be consistent with the other callbacks.

* Revert callbacks_test to skip empty lines.

Opening with 'rU' does not seem to work.