Issues with Multi-GPU
Author: bwang482
Pull request: no

- `transformers` version: 4.3.3
- Platform: Linux-4.15.0-132-generic-x86_64-with-Ubuntu-18.04-bionic
- Python version: 3.6.9
- PyTorch version (GPU?): 1.8.0 (True)
- Tensorflow version (GPU?): 2.3.0 (True)
- Using GPU in script?: Yes, multi GeForce RTX 2080 Ti GPUs
- Using distributed or parallel set-up in script?: DataParallel
- NVIDIA-SMI 440.33.01    Driver Version: 440.33.01    CUDA Version: 10.2

I have tried to run the IMDb review sequence classification from https://huggingface.co/transformers/custom_datasets.html on two GPUs, using `DataParallel`:


```
import os
os.environ["CUDA_VISIBLE_DEVICES"]="6,7"
import time
import torch
import torch.nn as nn
from pathlib import Path
from sklearn.model_selection import train_test_split
from transformers import DistilBertTokenizerFast
from transformers import DistilBertForSequenceClassification, Trainer, TrainingArguments


def read_imdb_split(split_dir):
    split_dir = Path(split_dir)
    texts = []
    labels = []
    for label_dir in ["pos", "neg"]:
        for text_file in (split_dir/label_dir).iterdir():
            texts.append(text_file.read_text())
            labels.append(0 if label_dir is "neg" else 1)

    return texts, labels

class IMDbDataset(torch.utils.data.Dataset):
    def __init__(self, encodings, labels):
        self.encodings = encodings
        self.labels = labels

    def __getitem__(self, idx):
        item = {key: torch.tensor(val[idx]) for key, val in self.encodings.items()}
        item['labels'] = torch.tensor(self.labels[idx])
        return item

    def __len__(self):
        return len(self.labels)


device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
n_gpus = torch.cuda.device_count()


train_texts, train_labels = read_imdb_split('aclImdb/train')
test_texts, test_labels = read_imdb_split('aclImdb/test')
train_texts, val_texts, train_labels, val_labels = train_test_split(train_texts, train_labels, test_size=.2)

tokenizer = DistilBertTokenizerFast.from_pretrained('distilbert-base-uncased')
train_encodings = tokenizer(train_texts, truncation=True, padding=True)
val_encodings = tokenizer(val_texts, truncation=True, padding=True)
test_encodings = tokenizer(test_texts, truncation=True, padding=True)

train_dataset = IMDbDataset(train_encodings, train_labels)
val_dataset = IMDbDataset(val_encodings, val_labels)
test_dataset = IMDbDataset(test_encodings, test_labels)

training_args = TrainingArguments(
    output_dir='./results',          # output directory
    num_train_epochs=3,              # total number of training epochs
    per_device_train_batch_size=16,  # batch size per device during training
    per_device_eval_batch_size=64,   # batch size for evaluation
    warmup_steps=500,                # number of warmup steps for learning rate scheduler
    weight_decay=0.01,               # strength of weight decay
    logging_dir='./logs',            # directory for storing logs
    logging_steps=10,
)

model = DistilBertForSequenceClassification.from_pretrained("distilbert-base-uncased")
if n_gpus > 1:
    model = nn.DataParallel(model)
model.to(device)

trainer = Trainer(
    model=model,                         # the instantiated 🤗 Transformers model to be trained
    args=training_args,                  # training arguments, defined above
    train_dataset=train_dataset,         # training dataset
    eval_dataset=val_dataset             # evaluation dataset
)

trainer.train()
```

For **torch==1.8.0**, no matter I use single GPU or multi GPU, I encounter the same CUDA error (shown below). For **torch==1.7.1**, I am able to run the code on single GPU with no issue. However, with multi-GPU, the `Input, output and indices must be on the current device` error occurs (also shown below). 


With **torch==1.8.0**:
```
2021-03-10 19:16:07.624155: I tensorflow/stream_executor/platform/default/dso_loader.cc:48] Successfully opened dynamic library libcudart.so.10.1
Some weights of the model checkpoint at distilbert-base-uncased were not used when initializing DistilBertForSequenceClassification: ['vocab_transform.weight', 'vocab_transform.bias', 'vocab_layer_norm.weight', 'vocab_layer_norm.bias', 'vocab_projector.weight', 'vocab_projector.bias']
- This IS expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model trained on another task or with another architecture (e.g. initializing a BertForSequenceClassification model from a BertForPreTraining model).
- This IS NOT expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model that you expect to be exactly identical (initializing a BertForSequenceClassification model from a BertForSequenceClassification model).
Some weights of DistilBertForSequenceClassification were not initialized from the model checkpoint at distilbert-base-uncased and are newly initialized: ['pre_classifier.weight', 'pre_classifier.bias', 'classifier.weight', 'classifier.bias']
You should probably TRAIN this model on a down-stream task to be able to use it for predictions and inference.
  0%|                                                                                                                                                       | 0/1875 [00:00<?, ?it/s]Traceback (most recent call last):
  File "test.py", line 80, in <module>
    trainer.train()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 940, in train
    tr_loss += self.training_step(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1304, in training_step
    loss = self.compute_loss(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1334, in compute_loss
    outputs = model(**inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 167, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 177, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 86, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 429, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 0 on device 0.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 61, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 167, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 177, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 86, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 429, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 0 on device 0.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 61, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 623, in forward
    return_dict=return_dict,
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 487, in forward
    return_dict=return_dict,
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 309, in forward
    x=hidden_state, attn_mask=attn_mask, head_mask=head_mask[i], output_attentions=output_attentions
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 256, in forward
    output_attentions=output_attentions,
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 177, in forward
    q = shape(self.q_lin(query))  # (bs, n_heads, q_length, dim_per_head)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 889, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/linear.py", line 94, in forward
    return F.linear(input, self.weight, self.bias)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/functional.py", line 1753, in linear
    return torch._C._nn.linear(input, weight, bias)
RuntimeError: CUDA error: CUBLAS_STATUS_INTERNAL_ERROR when calling `cublasCreate(handle)`
```

With **torch==1.7.1**:
```
2021-03-10 19:22:14.938302: I tensorflow/stream_executor/platform/default/dso_loader.cc:48] Successfully opened dynamic library libcudart.so.10.1
Some weights of the model checkpoint at distilbert-base-uncased were not used when initializing DistilBertForSequenceClassification: ['vocab_transform.weight', 'vocab_transform.bias', 'vocab_layer_norm.weight', 'vocab_layer_norm.bias', 'vocab_projector.weight', 'vocab_projector.bias']
- This IS expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model trained on another task or with another architecture (e.g. initializing a BertForSequenceClassification model from a BertForPreTraining model).
- This IS NOT expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model that you expect to be exactly identical (initializing a BertForSequenceClassification model from a BertForSequenceClassification model).
Some weights of DistilBertForSequenceClassification were not initialized from the model checkpoint at distilbert-base-uncased and are newly initialized: ['pre_classifier.weight', 'pre_classifier.bias', 'classifier.weight', 'classifier.bias']
You should probably TRAIN this model on a down-stream task to be able to use it for predictions and inference.
  0%|                                                                                                                                                       | 0/1875 [00:00<?, ?it/s]Traceback (most recent call last):
  File "test.py", line 80, in <module>
    trainer.train()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 940, in train
    tr_loss += self.training_step(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1304, in training_step
    loss = self.compute_loss(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1334, in compute_loss
    outputs = model(**inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 161, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 171, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 86, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 428, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 0 on device 0.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 61, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 161, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 171, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 86, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 428, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 1 on device 1.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 61, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 623, in forward
    return_dict=return_dict,
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 480, in forward
    inputs_embeds = self.embeddings(input_ids)  # (bs, seq_length, dim)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 107, in forward
    word_embeddings = self.word_embeddings(input_ids)  # (bs, max_seq_length, dim)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 727, in _call_impl
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/sparse.py", line 126, in forward
    self.norm_type, self.scale_grad_by_freq, self.sparse)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/functional.py", line 1852, in embedding
    return torch.embedding(weight, input, padding_idx, scale_grad_by_freq, sparse)
RuntimeError: Input, output and indices must be on the current device
```

With **torch==1.5.0**:
```
2021-03-10 19:23:51.586005: I tensorflow/stream_executor/platform/default/dso_loader.cc:48] Successfully opened dynamic library libcudart.so.10.1
Some weights of the model checkpoint at distilbert-base-uncased were not used when initializing DistilBertForSequenceClassification: ['vocab_transform.weight', 'vocab_transform.bias', 'vocab_layer_norm.weight', 'vocab_layer_norm.bias', 'vocab_projector.weight', 'vocab_projector.bias']
- This IS expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model trained on another task or with another architecture (e.g. initializing a BertForSequenceClassification model from a BertForPreTraining model).
- This IS NOT expected if you are initializing DistilBertForSequenceClassification from the checkpoint of a model that you expect to be exactly identical (initializing a BertForSequenceClassification model from a BertForSequenceClassification model).
Some weights of DistilBertForSequenceClassification were not initialized from the model checkpoint at distilbert-base-uncased and are newly initialized: ['pre_classifier.weight', 'pre_classifier.bias', 'classifier.weight', 'classifier.bias']
You should probably TRAIN this model on a down-stream task to be able to use it for predictions and inference.
  0%|                                                                                                                                                       | 0/1875 [00:00<?, ?it/s]Traceback (most recent call last):
  File "test.py", line 80, in <module>
    trainer.train()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 940, in train
    tr_loss += self.training_step(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1304, in training_step
    loss = self.compute_loss(model, inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/trainer.py", line 1334, in compute_loss
    outputs = model(**inputs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 155, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 165, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 85, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 395, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 0 on device 0.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 60, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 155, in forward
    outputs = self.parallel_apply(replicas, inputs, kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/data_parallel.py", line 165, in parallel_apply
    return parallel_apply(replicas, inputs, kwargs, self.device_ids[:len(replicas)])
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 85, in parallel_apply
    output.reraise()
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/_utils.py", line 395, in reraise
    raise self.exc_type(msg)
RuntimeError: Caught RuntimeError in replica 1 on device 1.
Original Traceback (most recent call last):
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/parallel/parallel_apply.py", line 60, in _worker
    output = module(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 623, in forward
    return_dict=return_dict,
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 480, in forward
    inputs_embeds = self.embeddings(input_ids)  # (bs, seq_length, dim)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/transformers/models/distilbert/modeling_distilbert.py", line 107, in forward
    word_embeddings = self.word_embeddings(input_ids)  # (bs, max_seq_length, dim)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/module.py", line 550, in __call__
    result = self.forward(*input, **kwargs)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/modules/sparse.py", line 114, in forward
    self.norm_type, self.scale_grad_by_freq, self.sparse)
  File "/mnt/sdb/env1/lib/python3.6/site-packages/torch/nn/functional.py", line 1724, in embedding
    return torch.embedding(weight, input, padding_idx, scale_grad_by_freq, sparse)
RuntimeError: arguments are located on different GPUs at /pytorch/aten/src/THC/generic/THCTensorIndex.cu:403
```



Comments:
Had to remove the following:

```
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
n_gpus = torch.cuda.device_count()
if n_gpus > 1:
    model = nn.DataParallel(model)
model.to(device)
```

Then everything is running for torch==1.7.1 for both GPUs. So `Trainer()` sorts everything by itself?