I’m on a windows machine (win10) and I tried installing using conda :
conda install pytorch torchvision cpuonly -c pytorch
However, its the very same as pip installation.
This is what I get from torch.__config__.show()
PyTorch built with:
  - MSVC 191125547
  - Intel(R) Math Kernel Library Version 2019.0.4 Product Build 20190411 for Intel(R) 64 architecture applications
  - OpenMP 200203
  - Build settings: BLAS=MKL, BUILD_NAMEDTENSOR=OFF, BUILD_TYPE=Release, 
                    CXX_FLAGS=/DWIN32 /D_WINDOWS  /GR  /w /EHa /MP /bigobj -openmp,
                    DISABLE_NUMA=1, PERF_WITH_AVX=1, PERF_WITH_AVX2=1, USE_CUDA=False,
                    USE_EXCEPTION_PTR=1, USE_GFLAGS=OFF, USE_GLOG=OFF, 
                    USE_MKL=ON, USE_MKLDNN=OFF, USE_MPI=OFF, USE_NCCL=OFF, 
                    USE_NNPACK=OFF, USE_OPENMP=ON, USE_STATIC_DISPATCH=OFF,

Are you on a cuda capable machine? that is, did you install the cuda version of Pytorch?
Maybe this is only enabled on the Cuda build ?
or Maybe its only available on Linux version of Pytorch and not windows?!