[RPC] print exception message on workers that run python functions (#46372)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/46372
Currently, in `_run_function`, we catch an exception from the python
function which is run, and report it back to the master. However in some large
scale training jobs, it would be valuable to also log the error on the trainer
itself for faster debugging.
Test Plan: Added unittest.
Reviewed By: pritamdamania87
Differential Revision: D24324578
fbshipit-source-id: 88460d7599ea69d2c38fd9c10eb6471f7edd4100
