Linear module creates parameter on cpu even after I set default device to meta

[LittleLittleCloud]

Linear module creates parameter on cpu even after I set default device to meta

[NiklasGustafsson]

So, the problem is that there's no option to set the device when creating a Linear module in native code -- the best you can do is create it on CPU, and then move it, but that still allocates memory first. We have a PR underway that will implement most modules in .NET, and then call functional APIs. That should give us better control over things like this.