FIX set_lora_device when target layers differ (#11844)
* FIX set_lora_device when target layers differ
Resolves #11833
Fixes a bug that occurs after calling set_lora_device when multiple LoRA
adapters are loaded that target different layers.
Note: Technically, the accompanying test does not require a GPU because
the bug is triggered even if the parameters are already on the
corresponding device, i.e. loading on CPU and then changing the device
to CPU is sufficient to cause the bug. However, this may be optimized
away in the future, so I decided to test with GPU.
* Update docstring to warn about device mismatch
* Extend docstring with an example
* Fix docstring
---------
Co-authored-by: Sayak Paul <spsayakpaul@gmail.com>
