[Distribution] Implement kl divergence for Cauchy distribution (#36477)
Summary:
Implement closed-form kl divergence between cauchy distribution
### Reference:
https://arxiv.org/pdf/1905.10965.pdf
Pull Request resolved: https://github.com/pytorch/pytorch/pull/36477
Differential Revision: D21134487
Pulled By: ezyang
fbshipit-source-id: 69d2cc2237aa931f224c3807baee7c63f91583fc
