Validate certain configs after `h.set_config`

[drewoldag]

This is a follow up after #950.

It would be nice and helpful for the user if there was:

1. Validation of certain fields after running h.set_config for instance balance is a bit complicated, so immediate feedback would be good. The field that brings this up is balance, but data_request, split, label are all interrelated, so cross-validation for all of those would be great..
2. Logging that shows what the final state of the config is after running set_config. This would be an indicator for the user of whether they should use h.set_config(<field>, <value>, over_write=True)