Add progress bar for BMG MH

[feynmanliang]

Motivation

Fixes #1314

Changes proposed

Adds a stdout progress bar to BMG. This is good for terminals, but I'm not sure how this will behave in Jupyter. Currently only reports for thread id 0.

Test Plan

Verify progress bar on

import beanmachine.ppl as bm
from beanmachine.ppl.inference.bmg_inference import BMGInference
from torch import tensor
from torch.distributions import Bernoulli, Beta


@bm.random_variable
def beta():
    return Beta(2.0, 2.0)


@bm.random_variable
def flip(n):
    return Bernoulli(beta())


queries = [beta()]
observations = {
    flip(0): tensor(0.0),
    flip(1): tensor(0.0),
    flip(2): tensor(1.0),
    flip(3): tensor(0.0),
}
num_samples = 10_000_000
inference = BMGInference()
mcsamples = inference.infer(queries, observations, num_samples, num_chains=4)
print(mcsamples[beta()].mean())

Types of changes

• Docs change / refactoring / dependency upgrade
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• The title of my pull request is a short description of the requested changes.

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This pull request was exported from Phabricator. Differential Revision: D33803643