This code seems to work for PyTorch 1.2.0 and CUDA10.0 (installed via conda binaries):
pytorchGPUDirectCreateWEmpty = torch.empty(size=(20000000, 128), dtype=torch.float, device='cuda', requires_grad=False, pin_memory=False).uniform_(-1, 1)
print(pytorchGPUDirectCreateWEmpty.min())
> tensor(-1., device='cuda:0')
print(pytorchGPUDirectCreateWEmpty.max())
> tensor(1.0000, device='cuda:0')
print(pytorchGPUDirectCreateWEmpty.mean())
> tensor(-1.4027e-05, device='cuda:0')

on a Titan V (driver 418.56).
Which setup are you using?