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ot.solve uses GPU even though tensors are on CPU? #612

Description

@mathurinm

Describe the bug

Running ot.solve with tensors on the CPU allows memory on the GPU (thisis documented in get_backend_list) but also seems to use the GPU, as the Watts are increasing. See attached screencast :
Screencast from 08-03-2024 11:24:44.webm

Is it normal?

Script

import torch
import ot

n_samples = 5_000

x = torch.randn(n_samples, 2)
y = torch.randn(n_samples, 2)

a = torch.rand(n_samples)
a /= a.sum()
b = torch.rand(n_samples)
b /= b.sum()

M = ot.dist(x, y)

res = ot.solve(M, a, b, reg=0.1, reg_type="entropy")

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