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Summary: Addresses the issue in #3173 for `IndexNNDescent`, I see that there is already interrupt implemented for it's [search](https://fburl.com/code/iwn3tqic) API, so I looked into it's `add` API. For a given dataset nb = 10 mil, iter = 10, K = 32, d = 32 on a CPU only machine reveals that bulk of the cost comes from [nndescent](https://fburl.com/code/5rdb1p5o). For every iteration of `nndescent` takes around ~12 seconds, ~70-80% of the time is spent on `join` method (~10 seconds per iteration) and ~20-30% spent on `update` (~2 second per iteration). Adding the interrupt on the `join` should suffice on quickly terminating the program when users hit ctrl+C (happy to move the interrupt elsewhere if we think otherwise) Reviewed By: junjieqi, mdouze Differential Revision: D57300514
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