I don’t know, how cupy interacts with PyTorch, but it seems the cupy is failing to initialize the runtime? 
Note that using the GPU in your data loading pipeline might not necessarily speed up the training, if you can utilize the GPU(s) fully. I.e. using multiple workers might allow your application to load and process the next batches in the background, while the GPU is busy with the model training.
If you use the GPU to process the data, it will block the training of course, if you are using a single device.