What does this PR do?

• Add MTraining code;

Before submitting

• This PR fixes a typo or improves the docs (you can dismiss the other checks if that's the case).
• Was this discussed/approved via a Github issue? Please add a link
  to it if that's the case.
• Did you make sure to update the documentation with your changes?
• Did you write any new necessary tests?

Who can review?

@iofu728, @liyucheng09, @Starmys