Build C++

Add `max_ckpt_keep` for trainer #6205

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Run time

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Job	Run time
Build C++ (cpu, cpu)	2m 41s
Build C++ (cuda, cuda)	3m 50s
Build C++ (cuda120, cuda)	3m 52s
Build C++ (rocm, rocm)	3m 39s
Build C++ (clang, clang)	2m 59s
Pass building C++	2s
	17m 3s