Refactor scatter/gather ops to use the new cost based threadpool abstractions. #3776
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Description: Refactor scatter/gather ops to use the new cost based threadpool abstractions. Also removed unnecessary usages of openmp. Tested on all models in the perf dashboard. For non-openmp builds it seemed to perform better than the master for most models. The openmp builds should've no impact.
Motivation and Context
Consistent usage of threapool APIs across all ops that account for openmp and Eigen in one place.