Lazily initialise thread local num_threads value (#37461)
Summary:
Fixes https://github.com/pytorch/pytorch/issues/37259, fixes https://github.com/pytorch/pytorch/issues/20156
This lazily calls `at::init_num_threads` once for each thread by adding a call to `lazy_init_num_threads` in `at::parallel_for` and `at::parallel_reduce`.
If this solution is okay, then we should add the same to guard other places that might use MKL or OpenMP.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/37461
Reviewed By: ezyang
Differential Revision: D21472763
Pulled By: ilia-cher
fbshipit-source-id: 889d6664f5bd4080037ade02ee324b1233992915
