Added parallel device usage for GPT-J
# What does this PR do?

This PR is within the issue [22561](https://github.com/huggingface/transformers/issues/22561), and is related to issue [22535](https://github.com/huggingface/transformers/pull/22535)  which concerns model parallelism. Specifically, this PR fixes the issue in GPT-J where tensors might accidentally be moved to different devices, causing a mismatch. The implemented fix ensures that all tensors are on the same device, preventing potential errors.

Test case:
`
#Setting up the tokenizer and model
tokenizer = GPT2Tokenizer.from_pretrained("EleutherAI/gpt-j-6B")
model = GPTJForSequenceClassification.from_pretrained("EleutherAI/gpt-j-6B")

#Now move the model to the GPU
model.to("cuda:0")

#setting up the text
text = "this is an example of text for device mismatch for GPT-J"

inputs = tokenizer(text,return_tensors = "pt")

#I've already move the model to Cuda:0

for k,v in inputs.items():
  inputs[k] = v.to('cuda:0')

labels = torch.tensor([1]).to('cpu')

#Forward pass
outputs = model(**inputs,labels = labels)`

I recreated the issue by running the code without the fix, which resulted in the following error: "RuntimeError: Expected all tensors to be on the same device, ...". After implementing the fix, the error disappeared, and the model now keeps all tensors on the same device, as expected.

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Fixes # 22561

## Motivation and Context
I worked on helping with the code to make all transformers compatible with model parallelism, specifically GPT-J.



## Who can review?

@sgugger

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Models:

- text models: @ArthurZucker and @younesbelkada
- vision models: @amyeroberts
- speech models: @sanchit-gandhi
- graph models: @clefourrier

Library:

- flax: @sanchit-gandhi
- generate: @gante
- pipelines: @Narsil
- tensorflow: @gante and @Rocketknight1
- tokenizers: @ArthurZucker
- trainer: @sgugger

Integrations:

- deepspeed: HF Trainer: @stas00, Accelerate: @pacman100
- ray/raytune: @richardliaw, @amogkam

Documentation: @sgugger, @stevhliu and @MKhalusova

HF projects:

- accelerate: [different repo](https://github.com/huggingface/accelerate)
- datasets: [different repo](https://github.com/huggingface/datasets)
- diffusers: [different repo](https://github.com/huggingface/diffusers)
- rust tokenizers: [different repo](https://github.com/huggingface/tokenizers)

Maintained examples (not research project or legacy):

- Flax: @sanchit-gandhi
- PyTorch: @sgugger
- TensorFlow: @Rocketknight1

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