Depreciate legacy constructor so that cuda can be used

[WillDudley]

Here's an error I got when running this code on cuda:

>>> import torch
>>> torch.FloatTensor((1 - 0) / 2.0, device="cuda:0")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
RuntimeError: legacy constructor expects device type: cpu but device type: cuda was passed

Types of changes

• [x] Bug fix
• [ ] New feature
• [ ] New algorithm
• [ ] Documentation

Checklist:

• [x] I've read the CONTRIBUTION guide (required).
• [x] I have ensured pre-commit run --all-files passes (required).
• [x] I have updated the documentation and previewed the changes via mkdocs serve.
• [x] I have updated the tests accordingly (if applicable).

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Name	Status	Preview	Updated
cleanrl	✅ Ready (Inspect)	Visit Preview	Oct 31, 2022 at 2:32PM (UTC)

[vwxyzjn]

Thanks @WillDudley !