Add max_retries and timeout params to all AzureOpenAI classes

[EdoardoAbatiTR]

Is your feature request related to a problem? Please describe.

Currently all OpenAI related classes (e.g. OpenAIDocumentEmbedder, OpenAIChatGenerator) can be initialised by setting max_retries and timeout params.

The corresponding AzureOpenAI don't always have the same params.

Describe the solution you'd like

It would be nice to have these params in the AzureOpenAI classes

Describe alternatives you've considered

Subclass AzureOpenAI and create custom components.

Additional context

cc @anakin87 :)

[anakin87]

Thanks @EdoardoAbatiTR!

I'm also opening this for contributions. In case anyone is interested, let's discuss it here.

[nvzard]

Hey,

I am new here. Can I assign this to myself?

[anakin87]

@nvzard feel free to work on this. Take a look at the guidelines for contributors.

I would suggest creating one PR for each component to be changed.
E.g., start with AzureOpenAIGenerator and use OpenAIGenerator as an inspiration.