[Feature] Fine control over devices in collectors #8944

Job	Run time
build-wheel-linux (3.8, cp38-cp38, --index-url https://download.pytorch.org/whl/cpu, "['cpu', '11...	1m 40s
build-wheel-mac (3.8, 3.8)	1m 29s
build-wheel-windows (3.8, 3.8)	2m 48s
build-wheel-linux (3.9, cp39-cp39, --index-url https://download.pytorch.org/whl/cpu, "['cpu', '11...	1m 31s
build-wheel-mac (3.9, 3.9)	1m 25s
build-wheel-windows (3.9, 3.9)	2m 49s
build-wheel-linux (3.10, cp310-cp310, --index-url https://download.pytorch.org/whl/cpu, "['cpu', ...	1m 34s
build-wheel-mac (3.10, 3.10.3)	1m 32s
build-wheel-windows (3.10, 3.10.3)	4m 3s
build-wheel-linux (3.11, cp311-cp311, --index-url https://download.pytorch.org/whl/cpu, "['cpu', ...	1m 35s
build-wheel-mac (3.11, 3.11)	1m 11s
build-wheel-windows (3.11, 3.11)	2m 59s
test-wheel	0s
test-wheel-windows (3.8)	3m 35s
test-wheel-windows (3.9)	6m 4s
test-wheel-windows (3.10)	3m 41s
test-wheel-windows (3.11)	4m 30s
	42m 26s

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