Fine-tuning with run_squad.py, Transformers 2.1.1 & PyTorch 1.3.0 Data Parallel Error
## 🐛 Bug

Error message when fine-tuning BERT or XLNet on SQuAD1.1 or 2.0  with dual 1080Ti GPUs:

_"RuntimeError: module must have its parameters and buffers on device cuda:0 (device_ids[0]) but found one of them on device: cuda:1"_

Model I am using:  BERT & XLNet

Language I am using the model on:  English

The problem arise when using:
* [X] my own modified scripts:  example script file below which ran successfully under previous PyTorch, PyTorch-Transformers, & Transformers versions.

The tasks I am working on is:
* [X] an official GLUE/SQUaD task: (give the name) SQuAD 1.1 & 2.0

## To Reproduce

One shell script (there are others) that had worked before:

SQUAD_DIR=/media/dn/dssd/nlp/squad1.1

python ./run_squad.py \
  --model_type bert \
  --model_name_or_path bert-base-uncased \
  --do_train \
  --do_eval \
  --do_lower_case \
  --train_file=${SQUAD_DIR}/train-v1.1.json \
  --predict_file=${SQUAD_DIR}/dev-v1.1.json \
  --per_gpu_eval_batch_size=8 \
  --per_gpu_train_batch_size=8 \
  --gradient_accumulation_steps=1 \
  --learning_rate=3e-5 \
  --num_train_epochs=2 \
  --max_seq_length=384 \
  --doc_stride=128 \
   --save_steps=2000 \
  --output_dir=./runs/bert_base_squad1_dp_ft_3 \

## Environment

* OS:  Ubuntu 18.04, Linux kernel 4.15.0-65-generic
* Python version:  3.7.4
* PyTorch version:  1.3.0
* Transformers version:  2.1.1 built from latest source
* Using GPU?   NVIDIA 1080Ti x 2
* Distributed or parallel setup?  Data Parallel
* Any other relevant information:  Have had many successful SQuAD fine-tuning runs on PyTorch 1.2.0 with Pytorch-Transformers 1.2.0, maybe even Transformers 2.0.0, and Apex 0.1.  New environment built with the latest versions (Pytorch 1.3.0, Transformers 2.1.1) spawns data parallel related error above 

Runs are in a dedicated environment with only the following packages:

python 3.7.4
pytorch 1.3.0, install includes cudatoolkit 10.1
tensorflow_gpu 2.0 and dependencies
apex 0.1
transformers 2.1.1

Complete terminal output:  

[output_term_ERROR.TXT](https://github.com/huggingface/transformers/files/3720906/output_term_ERROR.TXT)


<|||||>Change the line in run_**.py 
device = torch.device("cuda" if torch.cuda.is_available() and not args.no_cuda else "cpu")
to 
device = torch.device("cuda:0" if torch.cuda.is_available() and not args.no_cuda else "cpu").

In my environment, it works.<|||||>> Change the line in run_**.py
> device = torch.device("cuda" if torch.cuda.is_available() and not args.no_cuda else "cpu")
> to
> device = torch.device("cuda:0" if torch.cuda.is_available() and not args.no_cuda else "cpu").
> 
> In my environment, it works.

It seems that all GPUs will still be used even if we specify "cuda:0" here. But I am not sure how much the other GPUs contribute to the computation. In my case, I have 8-way 1080ti but the other 7 are hardly fully loaded.

Does anyone compare the training speed with/without this error?<|||||>In my case, the solution is changing 
```python
if args.n_gpu > 1:
    model = torch.nn.DataParallel(model)
```
to
```python
if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
    model = torch.nn.DataParallel(model)
```
<|||||>> In my case, the solution is changing
> 
> ```python
> if args.n_gpu > 1:
>     model = torch.nn.DataParallel(model)
> ```
> 
> to
> 
> ```python
> if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
>     model = torch.nn.DataParallel(model)
> ```

changing this in evaluate function fixes the error, when i run with ```--evaluate_during_training```<|||||>This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
<|||||>> In my case, the solution is changing
> 
> ```python
> if args.n_gpu > 1:
>     model = torch.nn.DataParallel(model)
> ```
> 
> to
> 
> ```python
> if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
>     model = torch.nn.DataParallel(model)
> ```

Agree, also notice that 
`args.eval_batch_size = args.per_gpu_eval_batch_size * max(1, args.n_gpu)` is now multiplied by n_gpu again which is undesired   <|||||>> In my case, the solution is changing
> 
> ```python
> if args.n_gpu > 1:
>     model = torch.nn.DataParallel(model)
> ```
> 
> to
> 
> ```python
> if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
>     model = torch.nn.DataParallel(model)
> ```

Thanks! I have met the same error in evaluation function. It works for me.<|||||>> > In my case, the solution is changing
> > ```python
> > if args.n_gpu > 1:
> >     model = torch.nn.DataParallel(model)
> > ```
> > 
> > 
> > to
> > ```python
> > if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
> >     model = torch.nn.DataParallel(model)
> > ```
> 
> changing this in evaluate function fixes the error, when i run with `--evaluate_during_training`

This solution fixed the issue for me. I am observing this while training a  new LM using transformers 2.5.1. The issue happened during evaluation.<|||||>One more comment about this fixing. If you use a validation set with odd number of instances, it will raise an error on line`outputs = model(inputs, masked_lm_labels=labels) if args.mlm else model(inputs, labels=labels)`, if using run_language_modeling.py. This happens because the parall gpu needs two instances to be fed into. 

I dont know how to fix properly. All I do is add a copy of instance of the last one to meet the number requirement. 


> In my case, the solution is changing
> 
> ```python
> if args.n_gpu > 1:
>     model = torch.nn.DataParallel(model)
> ```
> 
> to
> 
> ```python
> if args.n_gpu > 1 and not isinstance(model, torch.nn.DataParallel):
>     model = torch.nn.DataParallel(model)
> ```

<|||||>This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.
