Fix device placement when `.cuda()` called without specifying index

[awaelchli]

What does this PR do?

The PR #13704 resulted in an unintended change.

The second .cuda() call below should leave the model on the device set by torch.cuda.set_device if it is already on it.

model.cuda(1) 
torch.cuda.set_device(1)
model.cuda()  # On master, model lands on device 0. Expected is device 1

Reported on Slack.

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I made sure I had fun coding 🙃

cc @tchaton @rohitgr7 @carmocca @justusschock @awaelchli @borda @ananthsub @ninginthecloud @jjenniferdai @akihironitta

[nithinraok]

Thanks this works, this is breaking change in 1.7.0. Would you be releasing minor version with this patch soon?

[awaelchli]

@nithinraok Yes, if merged, this would go into 1.7.2 next week (~Tuesday).

[codecov[bot]]

Codecov Report

Merging #14128 (8cd35b1) into master (06c255c) will increase coverage by 15%. The diff coverage is 0%.

@@            Coverage Diff            @@
##           master   #14128     +/-   ##
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+ Coverage      61%      76%    +15%     
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  Files         324      324             
  Lines       26369    26493    +124     
=========================================
+ Hits        16138    20182   +4044     
+ Misses      10231     6311   -3920