Handle SIGINT gracefully

[jackgerrits]

Currently VW does not handle SIGINT gracefully, but just exits. It would be nice if it instead just stopped training at that example and immediately ran the finalization functions.

There is VW::details::set_done which is used to early exit when VW decided no more passes are needed. However, while this stops VW parsing further examples it does not stop VW from consuming any already parsed examples. Ideally, VW would also stop consuming examples. Therefore, if using VW::details::set_done for a SIGINT scenario there can still be a large delay while the rest of the pass is consumed.