Not directly, as DataParallel is only for splitting your input data into many GPUs. But you can always split a huge tensor in several GPUs, something like
# huge tensor is M x K, split in 2 Tensors
hugeTensor = torch.rand(1000, 100)
small_tensors_on_different_gpus = [tensor.gpu(gpu_id) for gpu_id, tensor in 
                                   enumerate(hugeTensor.chunk(nGPUs, 0))]