I have encountered with the same error at not the first but after successfully iterating over 12 batches. By the way, I rather suggest opening an issue at their Github repository, as they’re quite responsive.
class GPRegressionLayer(GP.models.AbstractVariationalGP):
    def __init__(self, inducing_points):
        variational_strategy = V.WhitenedVariationalStrategy(self, inducing_points,
            V.CholeskyVariationalDistribution(500), learn_inducing_locations=True)
        super(GPRegressionLayer, self).__init__(variational_strategy)
        self.mean_module = GP.means.ConstantMean()
        self.covar_module = GP.kernels.ScaleKernel(GP.kernels.RBFKernel())
    def forward(self, x):
        return GP.distributions.MultivariateNormal(
            self.mean_module(x), self.covar_module(x))

class DKLModel(GP.Module):
    def __init__(self, inducing_points, feature_extractor):
        super(DKLModel, self).__init__()
        self.feature_extractor = feature_extractor
        self.gp_layer = GPRegressionLayer(inducing_points)
    def forward(self, x):
        f, q, w, e = self.feature_extractor(x)
        return f[:,:-1], self.gp_layer(f[:,-1]), q, w, e