parallel do need to support multi-device

[dzhwinter]

Suppose we have two kinds of device, we will have program composed of:

1. Multi CPUDevice.
2. Multi GPUDevice.
3. Mixed Device, maybe some operators.
   Currently, we only support the first two and leave 3 in the future work.

For the parallel computing design, please refer to #6394

[dzhwinter]

This issue is a proposal, which has been implemented in the latest develop branch.