ENH: Allow default headers to be passed to OpenAI API (chroma-core#1397)

## Description of changes

*Summarize the changes made by this PR.*
 - Improvements & Bug fixes
- Allows users to pass custom headers to OpenAI API, enabling
intermediary proxies with different authentication methods.
 - New functionality
- New optional `default_headers` input at the `OpenAIEmbeddingFunction`
class.

## Test plan
*How are these changes tested?*

- [x] Tests pass locally with `pytest` for python, `yarn test` for js

## Documentation Changes
*Are all docstrings for user-facing APIs updated if required? Do we need
to make documentation changes in the [docs
repository](https://github.com/chroma-core/docs)?*

Since this is a relatively specific feature, I believe it won't require
an usage example in the docs.

Co-authored-by: Gustavo Antoniassi <[email protected]>

chromadb/utils/embedding_functions.py

@@ -15,7 +15,7 @@
 import os
 import tarfile
 import requests
-from typing import Any, Dict, List, Union, cast
+from typing import Any, Dict, List, Mapping, Union, cast
 import numpy as np
 import numpy.typing as npt
 import importlib
@@ -86,6 +86,7 @@ def __init__(
         api_type: Optional[str] = None,
         api_version: Optional[str] = None,
         deployment_id: Optional[str] = None,
+        default_headers: Optional[Mapping[str, str]] = None,
     ):
         """
         Initialize the OpenAIEmbeddingFunction.
@@ -105,6 +106,7 @@ def __init__(
                 it will use the api version for the OpenAI API. This can be used to
                 point to a different deployment, such as an Azure deployment.
             deployment_id (str, optional): Deployment ID for Azure OpenAI.
+            default_headers (Mapping, optional): A mapping of default headers to be sent with each API request.
 
         """
         try:
@@ -141,12 +143,14 @@ def __init__(
                 self._client = openai.AzureOpenAI(
                     api_key=api_key,
                     api_version=api_version,
-                    azure_endpoint=api_base
+                    azure_endpoint=api_base,
+                    default_headers=default_headers
                 ).embeddings
             else:
                 self._client = openai.OpenAI(
                     api_key=api_key,
-                    base_url=api_base
+                    base_url=api_base,
+                    default_headers=default_headers
                 ).embeddings
         else:
             self._client = openai.Embedding