Improve error handling for distributed autograd engine. (#27940)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/27940
1) If we receive an error for outstanding rpcs, we enqueue an appropriate error
on the local autograd engine.
2) Add an `exit_on_error` mode for the local autograd engine, where the
computation stops if we see an error.
ghstack-source-id: 92603377
Test Plan: Added unit tests to test failures.
Differential Revision: D17916844
fbshipit-source-id: 199a7832f1033c36a9bbcc1e80d86576c04965d0
