When we return to Python from C++ in PyTorch and have warnings
and and error, we have the problem of what to do when the warnings
throw because we can only throw one error.
Previously, if we had an error, we punted all warnings to the C++
warning handler which would write them to stderr (i.e. system fid 2)
or pass them on to glog.

This has drawbacks if an error happened:
- Warnings are not handled through Python even if they don't raise,
- warnings are always printed with no way to suppress this,
- the printing bypasses sys.stderr, so Python modules wanting to
  modify this don't work (with the prominent example being Jupyter).

This patch does the following instead:
- Set the warning using standard Python extension mechanisms,
- if Python decides that this warning is an error and we have a
  PyTorch error, we print the warning through Python and clear
  the error state (from the warning).

This resolves the three drawbacks discussed above, in particular
fixes pytorch#37240