Hello everyone.  I suspect I coded something wrong because I am using a Tesla P100-PCIE-16 B from colab and the tensors i am generating are not that big (10000x100x100). So I think somewhere something is accumulating. I trimmed the code so a lot of variables are not defined but I don’t think that matters much
    for j in range(100):
        
        f_old=f[...,-1]
        ...
        X=# This input is of dimension 10000x 100 x102
        sigma=net(X)

        alpha= torch.sum(sigma * torch.cumsum(sigma *dt,1),-1)
        W=torch.randn(10000,1).unsqueeze(1)*torch.sqrt(torch.tensor(dt))
        W=W.to(device)
        f_new=f_old[:,j:] +  (alpha *dt + torch.sum(sigma*W,-1))
        f_new=torch.cat([torch.zeros(MC,j,device=device),f_new],1)
        f[...,j+1]=f_new   
        del X , W, f_new,f_old, x_mat, x_input_t, x_input_2 , alpha, sigma

I get the error message around j=50. Any Idea where the problem with my code is?