multi processing and fork fix

[piiswrong]

Description

(Brief description on what this PR is about)

Checklist

Essentials

• Passed code style checking (make lint)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage
• For user-facing API changes, API doc string has been updated. For new C++ functions in header files, their functionalities and arguments are well-documented.
• To my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes

• Feature1, tests, (and when applicable, API doc)
• Feature2, tests, (and when applicable, API doc)

Comments

• If this change is a backward incompatible change, why must this change be made.
• Interesting edge cases to note here

[iblislin]

https://travis-ci.org/dmlc/MXNet.jl/jobs/303668918#L1561-L1564

Any idea about the failure on macOS build with CPU only config?

Undefined symbols for architecture x86_64:
  "mshadow::gpu::kDevMask", referenced from:
      mxnet::engine::ThreadedEnginePerDevice::PushToExecute(mxnet::engine::OprBlock*, bool) in threaded_engine_perdevice.o
      mxnet::resource::ResourceManagerImpl::Request(mxnet::Context, mxnet::ResourceRequest const&) in resource.o