Hi,
I am using multiple embedding layers for categorical values and I want to concatenate them with dense values. On CPUs my code works fine, but I keep getting the following error when running on GPU (single gpu idx:0):

RuntimeError: Expected object of backend CPU but got backend CUDA for argument #3 ‘index’

Model is here:
class CategoricalEmbedFNN(nn.Module):
    def __init__(self, config, categ_embs_dims):
        super().__init__()
        self.config = config
        self.hidden_size = self.config["hidden_size"]
        self.hidden_layers = self.config["hidden_layers"]
        self.activation_fn = nn.ReLU(inplace=True)

        self.input_dim = len(self.config["dense_features"])
        self.embedding_layers = {}
        for k, v in categ_embs_dims.items():
            self.embedding_layers[f"{k}_emb"] = nn.Embedding(v, self.config["cat_embs"][k])
            self.input_dim += self.config["cat_embs"][k]

        self.input_linear = nn.Linear(self.input_dim, self.hidden_size)
        self.middle_linear = nn.Linear(self.hidden_size, self.hidden_size)
        self.output_linear = nn.Linear(self.hidden_size, len(self.config["output_features"]))

    def forward(self, x, x_cat):
        x_cat = [emb_layer(x_cat[:, idx]) for idx, (k, emb_layer) in enumerate(self.embedding_layers.items())]
        x_cat = torch.cat(x_cat, 1)

        x = torch.cat((x, x_cat), 1)
        x = self.input_linear(x)
        x = self.activation_fn(x)
        for i in range(self.hidden_layers):
            x = self.middle_linear(x)
            x = self.activation_fn(x)
        out = self.output_linear(x)
        return out

I initialize CUDA like this:
self.device = torch.device("cuda")
torch.cuda.set_device(0)
self.model = self.model.to(self.device)
self.loss = self.loss.to(self.device)

Additionally, in batching (with tqdm), I run with the following code:
for X_batch, X_cat, y_batch in tqdm_batch:
    # Put data on device
    X_batch, X_cat, y_batch = X_batch.to(self.device), X_cat.to(self.device), y_batch.to(self.device)
    # Make predictions
    self.optimizer.zero_grad()
    y_pred = self.model(X_batch, X_cat)

Error comes from the line
x_cat = [emb_layer(x_cat[:, idx]) for idx, (k, emb_layer) in enumerate(self.embedding_layers.items())]

What is the issue and how can I solve it ?