[Feature] Add support of non-pickable gym env

[duburcqa]

Description

Currently, trying to instantiate a gym environment that is not pickable will fail. Here is a minimal reproducible example:

from torchrl.envs import GymEnv
penv = GymEnv("gym_jiminy.envs:atlas-pid", num_envs=1, device="cpu")

The trace is the following:

RuntimeError                              Traceback (most recent call last)
Cell In[2], line 1
----> 1 penv = GymEnv("gym_jiminy.envs:atlas-pid", num_envs=1, device="cpu")

File ~/.local/lib/python3.10/site-packages/torchrl/envs/libs/gym.py:391, in _AsyncMeta.__call__(cls, *args, **kwargs)
    390 def __call__(cls, *args, **kwargs):
--> 391     instance: GymWrapper = super().__call__(*args, **kwargs)
    393     # before gym 0.22, there was no final_observation
    394     if instance._is_batched:

File ~/.local/lib/python3.10/site-packages/torchrl/envs/common.py:134, in _EnvPostInit.__call__(cls, *args, **kwargs)
    133 def __call__(cls, *args, **kwargs):
--> 134     instance: EnvBase = super().__call__(*args, **kwargs)
    135     # we create the done spec by adding a done/terminated entry if one is missing
    136     instance._create_done_specs()

File ~/.local/lib/python3.10/site-packages/torchrl/envs/libs/gym.py:949, in GymEnv.__init__(self, env_name, **kwargs)
    947 kwargs["env_name"] = env_name
    948 self._set_gym_args(kwargs)
--> 949 super().__init__(**kwargs)

File ~/.local/lib/python3.10/site-packages/torchrl/envs/libs/gym.py:500, in GymWrapper.__init__(self, env, categorical_action_encoding, **kwargs)
    498         super().__init__(**kwargs)
    499 else:
--> 500     super().__init__(**kwargs)
    501 self._post_init()

File ~/.local/lib/python3.10/site-packages/torchrl/envs/common.py:2028, in _EnvWrapper.__init__(self, dtype, device, batch_size, allow_done_after
   2026 self._constructor_kwargs = kwargs
   2027 self._check_kwargs(kwargs)
-> 2028 self._env = self._build_env(**kwargs)  # writes the self._env attribute
   2029 self._make_specs(self._env)  # writes the self._env attribute
   2030 self.is_closed = False

File ~/.local/lib/python3.10/site-packages/torchrl/envs/libs/gym.py:1019, in GymEnv._build_env(self, env_name, **kwargs)
   1017 env = super()._build_env(env, pixels_only=pixels_only, from_pixels=from_pixels)
   1018 if num_envs > 0:
-> 1019     env = self._async_env([CloudpickleWrapper(lambda: env)] * num_envs)
   1020     self.batch_size = torch.Size([num_envs, *self.batch_size])
   1021 return env

File ~/.local/lib/python3.10/site-packages/torchrl/envs/libs/gym.py:974, in GymEnv._async_env(self, *args, **kwargs)
    973 def _async_env(self, *args, **kwargs):
--> 974     return gym_backend("vector").AsyncVectorEnv(*args, **kwargs)

File ~/.local/lib/python3.10/site-packages/gymnasium/vector/async_vector_env.py:165, in AsyncVectorEnv.__init__(self, env_fns, observation_space,
)
    162         self.processes.append(process)
    164         process.daemon = daemon
--> 165         process.start()
    166         child_pipe.close()
    168 self._state = AsyncState.DEFAULT

File /usr/lib/python3.10/multiprocessing/process.py:121, in BaseProcess.start(self)
    118 assert not _current_process._config.get('daemon'), \
    119        'daemonic processes are not allowed to have children'
    120 _cleanup()
--> 121 self._popen = self._Popen(self)
    122 self._sentinel = self._popen.sentinel
    123 # Avoid a refcycle if the target function holds an indirect
    124 # reference to the process object (see bpo-30775)

File /usr/lib/python3.10/multiprocessing/context.py:288, in SpawnProcess._Popen(process_obj)
    285 @staticmethod
    286 def _Popen(process_obj):
    287     from .popen_spawn_posix import Popen
--> 288     return Popen(process_obj)

File /usr/lib/python3.10/multiprocessing/popen_spawn_posix.py:32, in Popen.__init__(self, process_obj)
     30 def __init__(self, process_obj):
     31     self._fds = []
---> 32     super().__init__(process_obj)

File /usr/lib/python3.10/multiprocessing/popen_fork.py:19, in Popen.__init__(self, process_obj)
     17 self.returncode = None
     18 self.finalizer = None
---> 19 self._launch(process_obj)

File /usr/lib/python3.10/multiprocessing/popen_spawn_posix.py:47, in Popen._launch(self, process_obj)
     45 try:
     46     reduction.dump(prep_data, fp)
---> 47     reduction.dump(process_obj, fp)
     48 finally:
     49     set_spawning_popen(None)

File /usr/lib/python3.10/multiprocessing/reduction.py:60, in dump(obj, file, protocol)
     58 def dump(obj, file, protocol=None):
     59     '''Replacement for pickle.dump() using ForkingPickler.'''
---> 60     ForkingPickler(file, protocol).dump(obj)

File ~/.local/lib/python3.10/site-packages/gymnasium/vector/utils/misc.py:25, in CloudpickleWrapper.__getstate__(self)
     22 """Get the state using `cloudpickle.dumps(self.fn)`."""
     23 import cloudpickle
---> 25 return cloudpickle.dumps(self.fn)

File ~/.local/lib/python3.10/site-packages/cloudpickle/cloudpickle_fast.py:62, in dumps(obj, protocol)
     60 with io.BytesIO() as file:
     61     cp = CloudPickler(file, protocol=protocol)
---> 62     cp.dump(obj)
     63     return file.getvalue()

File ~/.local/lib/python3.10/site-packages/cloudpickle/cloudpickle_fast.py:538, in CloudPickler.dump(self, obj)
    536 def dump(self, obj):
    537     try:
--> 538         return Pickler.dump(self, obj)
    539     except RuntimeError as e:
    540         if "recursion" in e.args[0]:

File ~/.local/lib/python3.10/site-packages/torchrl/data/utils.py:240, in CloudpickleWrapper.__getstate__(self)
    237 def __getstate__(self):
    238     import cloudpickle
--> 240     return cloudpickle.dumps((self.fn, self.kwargs))

File ~/.local/lib/python3.10/site-packages/cloudpickle/cloudpickle_fast.py:62, in dumps(obj, protocol)
     60 with io.BytesIO() as file:
     61     cp = CloudPickler(file, protocol=protocol)
---> 62     cp.dump(obj)
     63     return file.getvalue()

File ~/.local/lib/python3.10/site-packages/cloudpickle/cloudpickle_fast.py:538, in CloudPickler.dump(self, obj)
    536 def dump(self, obj):
    537     try:
--> 538         return Pickler.dump(self, obj)
    539     except RuntimeError as e:
    540         if "recursion" in e.args[0]:

RuntimeError: Pickling of "jiminy_py.core.PeriodicGaussianProcess" instances is not enabled (http://www.boost.org/libs/python/doc/v2/pickle.html)

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• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds core functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)
• Example (update in the folder of examples)

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• I have read the CONTRIBUTION guide (required)
• My change requires a change to the documentation.
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.

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[vmoens]

LGTM thanks for this!
Can you sign the CLA? After that I can merge this