[refactor] Optimize buffer sample_minibatch (#4508)

* Optimize buffer sample_minibatch

ml-agents/mlagents/trainers/buffer.py

 import numpy as np
 import h5py
 from typing import List, BinaryIO
+import itertools
 
 from mlagents_envs.exception import UnityException
 
             np.random.randint(num_sequences_in_buffer, size=num_seq_to_sample)
             * sequence_length
         )  # Sample random sequence starts
-        for i in start_idxes:
-            for key in self:
-                mini_batch[key].extend(self[key][i : i + sequence_length])
+        for key in self:
+            mb_list = [self[key][i : i + sequence_length] for i in start_idxes]
+            # See comparison of ways to make a list from a list of lists here:
+            # https://stackoverflow.com/questions/952914/how-to-make-a-flat-list-out-of-list-of-lists
+            mini_batch[key].set(list(itertools.chain.from_iterable(mb_list)))
         return mini_batch
 
     def save_to_file(self, file_object: BinaryIO) -> None: