[RLlib] Get rid of illegal escape sequence Python deprecation warning…

… in logs. (ray-project#30127)

Signed-off-by: Weichen Xu <[email protected]>

rllib/algorithms/algorithm.py

@@ -1752,8 +1752,8 @@ def add_policy(
         Args:
             policy_id: ID of the policy to add.
                 IMPORTANT: Must not contain characters that
-                are also not allowed in Unix/Win filesystems, such as: `<>:"/\|?*`
-                or a dot `.` or space ` ` at the end of the ID.
+                are also not allowed in Unix/Win filesystems, such as: `<>:"/|?*`,
+                or a dot, space or backslash at the end of the ID.
             policy_cls: The Policy class to use for constructing the new Policy.
                 Note: Only one of `policy_cls` or `policy` must be provided.
             policy: The Policy instance to add to this algorithm. If not None, the