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Split off #2367. Now that threads can be waiting on locks or condition variables, it can be necessary to interrupt them to stop the app. This PR makes sure stopping a Caffe thread always calls interrupt before waiting on join. It also provides a method 'must_stop' that can be tested when running in a loop to exit on demand.
Start and stop methods now fail a CHECK instead of returning a boolean error, given that the application doesn't really have a way to recover from this type of error.