It seems that it is not implemented yet.
I’d probably work around it as
def dropout_complex(x):
    # work around unimplemented dropout for complex
    if x.is_complex():
        mask = torch.nn.functional.dropout(torch.ones_like(x.real))
        return x * mask
    else:
        return torch.nn.functional.dropout(x)

a = torch.randn(5, 5, dtype=torch.cfloat)
print(dropout_complex(a))

Best regards
Thomas