I tried following the tutorial from PyTorch here: https://pytorch.org/tutorials/beginner/blitz/cifar10_tutorial.html#sphx-glr-beginner-blitz-cifar10-tutorial-py.
Full code is here:
import torch
import torchvision
import torchvision.transforms as transforms
import matplotlib.pyplot as plt
import numpy as np
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
# Loading and normalizing CIFAR10
transform = transforms.Compose(
    [transforms.ToTensor(),
    transforms.Normalize((0.5, 0.5, 0.5), (0.5, 0.5, 0.5))])
trainset = torchvision.datasets.CIFAR10(root='./data', train=True,
                                        download=True, transform=transform)
trainloader = torch.utils.data.DataLoader(trainset, batch_size=4,
                                          shuffle=True, num_workers=2)
testset = torchvision.datasets.CIFAR10(root='./data', train=False,
                                       download=True, transform=transform)
testloader = torch.utils.data.DataLoader(testset, batch_size=4,
                                         shuffle=False, num_workers=2)
classes = ('plane', 'car', 'bird', 'cat',
           'deer', 'dog', 'frog', 'horse', 'ship', 'truck')
# Shows training images, DOESN'T WORK
def imshow(img):
    img = img / 2 + 0.5     # unnormalize
    npimg = img.numpy()
    plt.imshow(np.transpose(npimg, (1, 2, 0)))
    plt.show()
# get some random training images
dataiter = iter(trainloader)
images, labels = dataiter.next()
# show images
imshow(torchvision.utils.make_grid(images))
# print labels
print(' '.join('%5s' % classes[labels[j]] for j in range(4)))
# define a convolutional neural network
class Net(nn.Module):
    def __init__(self):
        super(Net, self).__init__()
        self.conv1 = nn.Conv2d(3, 6, 5)
        self.pool = nn.MaxPool2d(2, 2)
        self.conv2 = nn.Conv2d(6, 16, 5)
        self.fc1 = nn.Linear(16 * 5 * 5, 120)
        self.fc2 = nn.Linear(120, 84)
        self.fc3 = nn.Linear(84, 10)
    def forward(self, x):
        x = self.pool(F.relu(self.conv1(x)))
        x = self.pool(F.relu(self.conv2(x)))
        x = x.view(-1, 16 * 5 * 5)
        x = F.relu(self.fc1(x))
        x = F.relu(self.fc2(x))
        x = self.fc3(x)
        return x
net = Net()
# Define a loss function and optimizer
criterion = nn.CrossEntropyLoss()
optimizer = optim.SGD(net.parameters(), lr=0.001, momentum=0.9)
# Train the network
for epoch in range(2):  # loop over the dataset multiple times
    running_loss = 0.0
    
    # DOESN'T WORK
    for i, data in enumerate(trainloader, 0):
        # get the inputs; data is a list of [inputs, labels]
        inputs, labels = data
        # zero the parameter gradients
        optimizer.zero_grad()
        # forward + backward + optimize
        outputs = net(inputs)
        loss = criterion(outputs, labels)
        loss.backward()
        optimizer.step()
        # print statistics
        running_loss += loss.item()
        if i % 2000 == 1999:    # print every 2000 mini-batches
            print('[%d, %5d] loss: %.3f' %
                  (epoch + 1, i + 1, running_loss / 2000))
            running_loss = 0.0
print('Finished Training')
# save trained model
PATH = './cifar_net.pth'
torch.save(net.state_dict(), PATH)
# test the network on the test data
dataiter = iter(testloader)
images, labels = dataiter.next()
# print images
dataiter = iter(testloader)
images, labels = dataiter.next()
imshow(torchvision.utils.make_grid(images))
print('GroundTruth: ', ' '.join('%5s' % classes[labels[j]] for j in range(4)))
# load back saved model
net = Net()
net.load_state_dict(torch.load(PATH))
# see what the nueral network thinks these examples above are:
ouputs = net(images)
# index of the highest energy
_, predicted = torch.max(outputs, 1)
print('Predicted: ', ' '.join('%5s' % classes[predicted[j]]
                              for j in range(4)))
# accuracy on the whole dataset
correct = 0
total = 0
with torch.no_grad():
    for data in testloader:
        images, labels = data
        outputs = net(images)
        _, predicted = torch.max(outputs.data, 1)
        total += labels.size(0)
        correct += (predicted == labels).sum().item()
print('Accuracy of the network on the 10000 test images: %d %%' % (
    100 * correct / total))
# classes that perfomed well vs classes that didn't perform well
class_correct = list(0. for i in range(10))
class_total = list(0. for i in range(10))
with torch.no_grad():
    for data in testloader:
        images, labels = data
        outputs = net(images)
        _, predicted = torch.max(outputs, 1)
        c = (predicted == labels).squeeze()
        for i in range(4):
            label = labels[i]
            class_correct[label] += c[i].item()
            class_total[label] += 1
for i in range(10):
    print('Accuracy of %5s : %2d %%' % (
        classes[i], 100 * class_correct[i] / class_total[i]))
if __name__ == '__main__':
    torch.multiprocessing.freeze_support()
However I got this issue:
An attempt has been made to start a new process before the
        current process has finished its bootstrapping phase.
        This probably means that you are not using fork to start your
        child processes and you have forgotten to use the proper idiom
        in the main module:
            if __name__ == '__main__':
                freeze_support()
                ...
        The "freeze_support()" line can be omitted if the program
        is not going to be frozen to produce an executable.
I'm just trying to run this in a regular python file. When I added
if __name__ == '__main__':
                freeze_support()
to the end of my file, I still get the error.