Jialei gh368 cuda python interface

********* PEOPLE *************
Primary reviewer: @suntzu86 

Reviewers: @sc932 

********* DESCRIPTION **************
Branch Name: jialei_gh368_cuda_python_interface
Ticket(s)/Issue(s): #368 

********* TESTING DONE *************
make test
just say you must set max_num_threads = 1. changelog is a summary, it dosn't need a ton of details