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Import AxClient fails if SQLAlchemy not installed

See original GitHub issue

Importing AxClient fails if environment doesn’t have SQLAlchemy installed. Not sure if this the intended behaviour as it seems that SQLAlchemy is an optional dependency.

Easy to fix for me, as I was planning to use SQLAlchemy to store state either way, but just wanted to make sure this was properly notified 😄

Python version: 3.7.4 Ax version: 0.1.6 Logs:

>>> from ax.service.ax_client import AxClient
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/Users/temp/.local/share/virtualenvs/local_ipynb-rHeTa3va/lib/python3.7/site-packages/ax/service/ax_client.py", line 36, in <module>
    from ax.service.utils.storage import (
  File "/Users/temp/.local/share/virtualenvs/local_ipynb-rHeTa3va/lib/python3.7/site-packages/ax/service/utils/storage.py", line 8, in <module>
    from ax.storage.sqa_store.db import init_engine_and_session_factory
  File "/Users/temp/.local/share/virtualenvs/local_ipynb-rHeTa3va/lib/python3.7/site-packages/ax/storage/sqa_store/__init__.py", line 6, in <module>
    from ax.storage.sqa_store import validation
  File "/Users/temp/.local/share/virtualenvs/local_ipynb-rHeTa3va/lib/python3.7/site-packages/ax/storage/sqa_store/validation.py", line 6, in <module>
    from ax.storage.sqa_store.db import SQABase
  File "/Users/temp/.local/share/virtualenvs/local_ipynb-rHeTa3va/lib/python3.7/site-packages/ax/storage/sqa_store/db.py", line 14, in <module>
    from sqlalchemy import create_engine, inspect
ModuleNotFoundError: No module named 'sqlalchemy'