Issue with log_prob values not exported to Cuda

[bigmb]

Issue Description

A clear and concise description of the issue. If it's a feature request, please add [Feature Request] to the title.

Not able to get all the data into 'device (CUDA)'. Facing problem at 'loss = -dist_y.log_prob(data).mean()'. Looks like data cant be transferred to GPU.
Do we need to regester data as buffer and work around it?

Error: Expected all tensors to be on the same device, but found at least two devices, cpu and cuda:1! (when checking argument for argument mat1 in method wrapper_addmm)

Steps to Reproduce

Please provide steps to reproduce the issue attaching any error messages and stack traces.

dataset = torch.tensor(data_train, dtype=torch.float)
trainloader = torch.utils.data.DataLoader(dataset, batch_size=1024)
for steps in range(t_steps):
    step_loss=0
    for i, data in enumerate(trainloader):
        data = data.to(device)
        if i==0:
            print(data.shape)
            #p_getsizeof(data)
        try:
            optimizer.zero_grad()
            loss = -dist_y.log_prob(data).mean()
            loss.backward()
            optimizer.step()
        except ValueError as e:
            print('Error')
            print('Skipping thatbatch')

Expected Behavior

What did you expect to happen?

Matrices should be computated in the CUDA device and not show a conflit of data being at 2 different place.

System Info

Please provide information about your setup

• PyTorch Version (run print(torch.__version__)
• Python version

Additional Context

[stefanwebb]

Hi @bigmb, thanks for submitting this issue! I don't believe we've tested on GPUs yet - I can look into this if it's failing.

Could you please submit a full testfile, and have you run dist_y.to(device) after creating the flow? It is an nn.Module and will need to be transferred to the GPU

[waltergerych]

Incase you or anyone else is still having an issue with this: remember to put (the parameters of) dist_x on cuda as well! I was having the same issue but this seemed to solve it

dist_x= torch.distributions.Independent(torch.distributions.Normal(torch.zeros(z_dim).to(device),
torch.ones(z_dim).to(device)),  1)

bijector = bij.SplineAutoregressive()

flow = dist.Flow(dist_x, bijector).to(device)