`device_map="auto"` fails for GPT2 on CPU
### System Info

Python 3.9, Mac, `transformers==4.21.3`

### Who can help?

@patil-suraj, @patrickvonplaten, @LysandreJik

### Information

- [ ] The official example scripts
- [X] My own modified scripts

### Tasks

- [ ] An officially supported task in the `examples` folder (such as GLUE/SQuAD, ...)
- [ ] My own task or dataset (give details below)

### Reproduction

On a box with no GPUs:

```Python
transformers.AutoModelForCausalLM.from_pretrained("gpt2", device_map="auto")
```

### Expected behavior

I'd expect a model. I get an exception.
Workaround: Don't use `device_map` on CPU 🤷🏻 <|||||>cc @sgugger <|||||>Yes, `device_map="auto"` is not supported in CPU only environments.<|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.<|||||>Should be supported now on the main branch of Accelerate!<|||||>Yay!<|||||>This issue has been automatically marked as stale because it has not had recent activity. If you think this still needs to be addressed please comment on this thread.

Please note that issues that do not follow the [contributing guidelines](https://github.com/huggingface/transformers/blob/main/CONTRIBUTING.md) are likely to be ignored.