"set autocommit on" in golang client query

Apologies for the rather naive question.

I have a psql migration script to call a looping procedure which commits
batches of data along the following lines:

    set search_path = a, b c;
    \set AUTOCOMMIT on
    -- call procedure with nested transactions
    CALL c.pr_my_procedure(debug=>true);

I'm trying to migrate this to a programme using the golang pgx module to exec
this code on a large number of databases in parallel. There doesn't seem an
obvious way of setting autocommit outside of psql, so the equivalent of 

    conn.Exec(context.Background(),
              "set search_path = a, b c; set AUTOCOMMIT on; CALL c.pr_my_procedure(debug=>true);")

fails with

    ERROR: syntax error at or near "ON"

while

    conn.Exec(context.Background(),
              "set search_path = a, b c; CALL c.pr_my_procedure(debug=>true);")

fails with

    ERROR: invalid transaction termination

How should I set autocommit on? The "Create Procedure" docs at
https://www.postgresql.org/docs/current/sql-createprocedure.html don't seem to
mention autocommit.

Rory