Add global lock for torch.onnx.export() (#4665)

* Cherry-pick fix from #4659

Author: Ruo-Ping Dong

ml-agents/mlagents/trainers/torch/model_serialization.py

@@ -19,14 +19,20 @@ class exporting_to_onnx:
     This implementation is thread safe.
     """
 
+    # local is_exporting flag for each thread
     _local_data = threading.local()
     _local_data._is_exporting = False
 
+    # global lock shared among all threads, to make sure only one thread is exporting at a time
+    _lock = threading.Lock()
+
     def __enter__(self):
+        self._lock.acquire()
         self._local_data._is_exporting = True
 
     def __exit__(self, *args):
         self._local_data._is_exporting = False
+        self._lock.release()
 
     @staticmethod
     def is_exporting():