This doesn't matter very much. Logging is largely orthogonal to the design of your code, so it doesn't always clearly belong to a particular class or module.
However, many logging frameworks allow you to filter by the logger name, where this logger name is typically the fully qualified name of a class or module. In that case, think about whether you would only filter for that module or also for that particular class. Per-class loggers might also be more appropriate if you want inherited classes to use the same logger, but I would find that unusual.
In Python, it is typically more convenient to use module-level global variables instead of class-variables because of the scoping rules. E.g. in your methods you would have to access a class member as
LOGGER would refer to a module-level variable. Also, class level variables are visible as instance variables. E.g. we could then access
some_rocket.LOGGER. It is of course possible to make the logger pseudo-private by giving it a double-underscore name, but where possible the better approach is to avoid objects/classes.