Unable to format dataset to CUDA Tensors
Thanks @lhoestq,
Would it be okay if I added this to the docs and made a PR?
Hi,

I came across this [link](https://huggingface.co/docs/datasets/torch_tensorflow.html) where the docs show show to convert a dataset to a particular format. I see that there is an option to convert it to tensors, but I don't see any option to convert it to CUDA tensors.

I tried this, but Dataset doesn't support assignment:
```
  columns=['input_ids', 'token_type_ids', 'attention_mask', 'start_positions','end_positions']

        samples.set_format(type='torch', columns = columns)
        for column in columns:
            samples[column].to(torch.device(self.config.device))
```
There should be an option to do so, or if there is already a way to do this, please let me know.

Thanks,
Gunjan
Unable to format dataset to CUDA Tensors 
 Hi,

I came across this [link](https://huggingface.co/docs/datasets/torch_tensorflow.html) where the docs show show to convert a dataset to a particular format. I see that there is an option to convert it to tensors, but I don't see any option to convert it to CUDA tensors.

I tried this, but Dataset doesn't support assignment:
```
  columns=['input_ids', 'token_type_ids', 'attention_mask', 'start_positions','end_positions']

        samples.set_format(type='torch', columns = columns)
        for column in columns:
            samples[column].to(torch.device(self.config.device))
```
There should be an option to do so, or if there is already a way to do this, please let me know.

Thanks,
Gunjan 
 Thanks @lhoestq,
Would it be okay if I added this to the docs and made a PR?