## Description ##
This PR adds mechanisms on the build scripts to cleanup docker containers when 
there is a cancellation, either from the user by sending SIGINT / SIGTERM or 
when the process inside the container ends with an error.

It also propagates the environment variables from Jenkins which are used by the 
process tree killer to identify runaway processes so processes inside the 
container are killed when the Jenkins job is stopped.

With this patch we catch SIGINT and SIGTERM and install a handler on atexit 
which cleans (stops) docker containers which were created during execution of 
the build.

We also switch to python docker API for better management of running containers.

@aaronmarkham @marcoabreu @lebeg @KellenSunderland

## Checklist ##
### Essentials ###
Please feel free to remove inapplicable items for your PR.
- [ ] The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the 
relevant [JIRA issue](https://issues.apache.org/jira/projects/MXNET/issues) 
created (except PRs with tiny changes)
- [ ] Changes are complete (i.e. I finished coding on this PR)
- [ ] All changes have test coverage:
- Unit tests are added for small changes to verify correctness (e.g. adding a 
new operator)
- Nightly tests are added for complicated/long-running ones (e.g. changing 
distributed kvstore)
- Build tests will be added for build configuration changes (e.g. adding a new 
build option with NCCL)
- [ ] Code is well-documented: 
- For user-facing API changes, API doc string has been updated. 
- For new C++ functions in header files, their functionalities and arguments 
are documented. 
- For new examples, README.md is added to explain the what the example does, 
the source of the dataset, expected performance on test set and reference to 
the original paper if applicable
- Check the API doc at 
http://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
- [ ] To the 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


[ Full content available at: 
https://github.com/apache/incubator-mxnet/pull/12336 ]
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