You can do this using:
def batched_index_select(input, dim, index):
    for ii in range(1, len(input.shape)):
        if ii != dim:
            index = index.unsqueeze(ii)
    expanse = list(input.shape)
    expanse[0] = -1
    expanse[dim] = -1
    index = index.expand(expanse)
    return torch.gather(input, dim, index)

Taken from here. 13