The Collector tracks the self.data field that is a RolloutBatch. However, rather confusingly, this value of this field is recreated and updated at every call to collect. This leads to a lot of methods mutating the state, and a less comprehensible and debuggable code.

There is no need to bind this to the lifetime of the Collector, instead it should be created and used as a var in collect.

Moreover, there is the possibility to pass preprocess_fn, which

1. doesn't have a clear interfaces
2. doesn't have a clear purpose
3. Is only used in a test and nowhere else
   It seems like the original purpose of that was to enable specific logging needs, but these needs can be met by different means.
4. Significally complicates the Collector

The preprocess_fn in Collector should be removed

This issue blocks #1046 since we need to reduce the complexity of the Collector before doing anything further with it

@bordeauxred is working on this issue