Fix device compatibility for PearsonCorrelation metric (#3223)

* add PearsonCorrelation metric

* match the notation of the docstring with the other metrics

* move PearsonCorrelation metric from contrib.metrics.regression to metrics.regression

* update test for PearsonCorrelation metric

* update test

* modify doc for PearsonCorrelation metric

* fix import

* resolve code formatting issue

* remove loop from test

* Update ignite/metrics/regression/pearson_correlation.py

Co-authored-by: vfdev <[email protected]>

* Update pearson_correlation.py

* update test for PearsonCorrelation

* Update tests/ignite/metrics/regression/test_pearson_correlation.py

* relax pytest.approx

* fix device compatibility

---------

Co-authored-by: vfdev <[email protected]>

Author: kzkadc

ignite/metrics/regression/pearson_correlation.py

@@ -87,11 +87,11 @@ def reset(self) -> None:
 
     def _update(self, output: Tuple[torch.Tensor, torch.Tensor]) -> None:
         y_pred, y = output[0].detach(), output[1].detach()
-        self._sum_of_y_preds += y_pred.sum()
-        self._sum_of_ys += y.sum()
-        self._sum_of_y_pred_squares += y_pred.square().sum()
-        self._sum_of_y_squares += y.square().sum()
-        self._sum_of_products += (y_pred * y).sum()
+        self._sum_of_y_preds += y_pred.sum().to(self._device)
+        self._sum_of_ys += y.sum().to(self._device)
+        self._sum_of_y_pred_squares += y_pred.square().sum().to(self._device)
+        self._sum_of_y_squares += y.square().sum().to(self._device)
+        self._sum_of_products += (y_pred * y).sum().to(self._device)
         self._num_examples += y.shape[0]
 
     @sync_all_reduce(