It only works if i put the inputs and hidden states in a Variable. I guess the error was because older version http://pytorch.org/docs/master/autograd.html 11 requires the Variable… right ?
# Author: Robert Guthrie

import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim

torch.manual_seed(1)

lstm = nn.LSTM(3, 3)  # Input dim is 3, output dim is 3
inputs = [Variable(torch.randn(1, 3)) for _ in range(5)]  # make a sequence of length 5

# initialize the hidden state.
hidden = (Variable(torch.randn(1, 1, 3)),
          Variable(torch.randn(1, 1, 3)))
for i in inputs:
    # Step through the sequence one element at a time.
    # after each step, hidden contains the hidden state.
    out, hidden = lstm(i.view(1, 1, -1), hidden)

# alternatively, we can do the entire sequence all at once.
# the first value returned by LSTM is all of the hidden states throughout
# the sequence. the second is just the most recent hidden state
# (compare the last slice of "out" with "hidden" below, they are the same)
# The reason for this is that:
# "out" will give you access to all hidden states in the sequence
# "hidden" will allow you to continue the sequence and backpropagate,
# by passing it as an argument  to the lstm at a later time
# Add the extra 2nd dimension
inputs = torch.cat(inputs).view(len(inputs), 1, -1)
hidden = (torch.randn(1, 1, 3), torch.randn(1, 1, 3))  # clean out hidden state
out, hidden = lstm(inputs, hidden)
print(out)
print(hidden)