Raise and handle exceptions in CPP code

Currently, we abort the program when any check fails via glog's CHECK functions.
We do not catch any exceptions like memory exception or cudnn exceptions.

As a result, the program will abort or crash whenever there is an error or exception, which sometimes shutdown the jupyter notebook or colab notebook when we run the code in the notebook environment.

This ticket is to raise and handle exceptions in CPP code.

ref: http://www.swig.org/Doc3.0/SWIGDocumentation.html#Customization_exception