Starting from currently nightly build and 1.5 release, the best way to do it in C++ is:
Python:
a = np.zeros((100, 100))
xs = [1, 2, 5, 6]
ys = [4, 5, 7, 3]

res = a[xs, ys]

C++:
auto a = torch::zeros({100, 100});
auto xs = torch::tensor({1, 2, 5, 6});
auto ys = torch::tensor({4, 5, 7, 3});

auto res = a.index({xs, ys});