DALI pipeline bug
I use 4 GPU setup and trying to make DALI work as a backend for DataLoader (making slight corrections in existing NeMo code to at least make it without errors till pipeline compilation) but training still fails (fails PTL sanity check)

```
  File "/opt/conda/lib/python3.7/site-packages/torch/nn/modules/module.py", line 722, in _call_impl
    self.padding, self.dilation, self.groups)
**RuntimeError: Expected tensor for argument #1 'input' to have the same device as tensor for argument #2 'weight'; but device 0 does not equal 2 (while checking arguments for cudnn_convolution)**
    result = self.forward(*input, **kwargs)
    result = self.forward(*input, **kwargs)
  File "/opt/conda/lib/python3.7/site-packages/torch/nn/modules/conv.py", line 257, in forward
  File "/opt/conda/lib/python3.7/site-packages/torch/nn/modules/conv.py", line 257, in forward
    self.padding, self.dilation, self.groups)
    self.padding, self.dilation, self.groups)

```

**Expected tensor for argument #1 'input' to have the same device as tensor for argument #2 'weight'; but device 0 does not equal 2 ** is the main part here and it repeats for devices {0,1,3}.

Seems like some of the operations in pipeline are done on cpu, and the others on different gpu or something in the like. Is there a way, that I can work through this problem? 


**Environment details**

Environment location: DGX-1
Torch '1.6.0'
Python 3.76
Ubuntu 18.04.4 LTS"

