Acquire GIL before THPVariable_wrap (pytorch#1625)

* Acquire GIL before THPVariable_wrap. * mutex not required when GIL is held. * Remove unused mutex.

Author: gchanan

torch/csrc/autograd/python_engine.cpp

@@ -37,7 +37,6 @@ static PythonEngine engine;
 PyObject *THPEngineClass = NULL;
 
 struct CallbackContext {
- std::mutex mutex;
  std::string error;
  THPObjectPtr outputs;
  // Used to determine which callback arguments should be used to
@@ -182,7 +181,7 @@ PyObject *THPEngine_run_backward(THPEngine *self, PyObject *args, PyObject *kwar
  callbacks.emplace(entry.first.get(), [&ctx, &fn_info](Function* _unused, variable_list& grads) {
  auto& saved_outputs = fn_info.first;
  bool is_leaf = fn_info.second;
- std::lock_guard<std::mutex> guard(ctx.mutex);
+ AutoGIL gil;
  for (auto& saved_out : saved_outputs) {
  PyTuple_SET_ITEM(ctx.outputs.get(), saved_out.second,
  THPVariable_Wrap(grads[saved_out.first]));