Avoid compiler warning for unused variable in grad_log_prob.

RStan returns the log_prob along with the gradient but PyStan doesn't. Compiler
had been generating errors about the lp variable not being used (which is true).
Revert adoption of joblib; joblib fails to propagate RuntimeErrors

For example, joblib fails to propagate unspecified variable errors.

Multiprocessing alone does not suffer from this. Hopefully joblib will get the
problem fixed and we can switch back to joblib.