Do you mean you want to treat your initial hidden state as a learnable parameter? Wrap it in nn.Parameter 5:
class RNN(nn.Module):
    def __init__(self, ...):
        ...
        h_0 = torch.zeros((self.MiniBatchSize, self.HiddenNodes),
                          dtype=torch.double)
        self.h_0 = nn.Parameter(h_0)
        ...