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Is it possible to collect state dict in cpu? #4

@JiaquanYe

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@JiaquanYe

When I finish one epoch in trianing, the main_worker function will call ts.collect_state_dict(model, state_dict).
But because the limit of GPU resource, it will raise Out of Memory in my machine, when call ts.collect_state_dict(model, state_dict).
I found that will gather the state_dict in GPU, is it anyway to gather in CPU?

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