fix all invalid escape sequences

[bluenote10]

Why are these changes needed?

This PR fixes all invalid escape sequences, and enables the corresponding flake8 rule W605.

This came up as part of #48921, leading to the wrong conclusion that the mypy hiccup is related to invalid escape sequences. Most likely it isn't (python/mypy#18215 (comment)), but it may still be a good idea to get rid of these to avoid unnecessary warnings and confusion.

I couldn't really figure out how flake8 is executed by the CI, because just running flake8 on the master branch actually fails, and running scripts/format.sh doesn't seem to do anything (most likely because it only checks the diff, and isn't a full check). So I'm wondering if enabling the W605 check currently actually has much of an effect.

Related issue number

Related to #48921

Checks

• I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[alexeykudinkin]

@bluenote10 thank you very much for doing the clean up!

Can you please take a look at the CI failures?

[bluenote10]

@bluenote10 thank you very much for doing the clean up!

With pleasure 😉

Can you please take a look at the CI failures?

Good catch: There were actually a few regexes where the \ was partially escaped and non-escaped. I've re-checked them all, and hope they are now all fixed.