Document that no_grad is thread local. (#21755)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/21755
ghimport-source-id: dfb53759024d9ba9d104fdb2a8151ab996e55234
Differential Revision: D15811172
Pulled By: ezyang
fbshipit-source-id: c8c7c1c15277d8fe8cc513e20af449257d7ff15c