Chuan Yu Foo created BEAM-3736:

             Summary: Add SetUp() and TearDown() for CombineFns
                 Key: BEAM-3736
             Project: Beam
          Issue Type: Improvement
          Components: sdk-py-core
            Reporter: Chuan Yu Foo
            Assignee: Ahmet Altay

I have a CombineFn that has a large amount of state that needs to be loaded 
once before it can add_input or merge_combiners (for example, the CombineFn 
might load up a large lookup table used for combining). 

Right now, to initialise this state, for each of the methods, I check if the 
state has already been initialised, and if not, I initialise it. It would be 
nice if CombineFn provided a SetUp() method that is called once to initialise 
this state (and a corresponding TearDown() method to clean up this state if 

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