Fix _cumsum helper function in multi-gpu (#2636)

* fixing staff
* add test case
* Apply suggestions from code review

---------

Co-authored-by: Jirka Borovec <[email protected]>
(cherry picked from commit f7eeace)

src/torchmetrics/utilities/data.py

@@ -215,7 +215,7 @@ def _cumsum(x: Tensor, dim: Optional[int] = 0, dtype: Optional[torch.dtype] = No
             "Expect some slowdowns.",
             TorchMetricsUserWarning,
         )
-        return x.cpu().cumsum(dim=dim, dtype=dtype).cuda()
+        return x.cpu().cumsum(dim=dim, dtype=dtype).to(x.device)
     return torch.cumsum(x, dim=dim, dtype=dtype)
 
 

tests/unittests/utilities/test_utilities.py

@@ -188,7 +188,9 @@ def test_cumsum_still_not_supported(use_deterministic_algorithms):
 @pytest.mark.skipif(not torch.cuda.is_available(), reason="test requires GPU")
 def test_custom_cumsum(use_deterministic_algorithms):
     """Test custom cumsum implementation."""
-    x = torch.arange(100).float().cuda()
+    # check that cumsum works as expected on non-default cuda device
+    device = torch.device("cuda:1") if torch.cuda.device_count() > 1 else torch.device("cuda:0")
+    x = torch.arange(100).float().to(device)
     if sys.platform != "win32":
         with pytest.warns(
             TorchMetricsUserWarning, match="You are trying to use a metric in deterministic mode on GPU that.*"