diff --git a/test/test_distributions.py b/test/test_distributions.py
index 4540a49fb36..8cee2868b6f 100644
--- a/test/test_distributions.py
+++ b/test/test_distributions.py
@@ -6,6 +6,7 @@
 
 import argparse
 import importlib.util
+from functools import partial
 
 import pytest
 import torch
@@ -16,6 +17,7 @@
 from torch import autograd, nn
 from torch.utils._pytree import tree_map
 from torchrl.modules import (
+    IndependentNormal,
     OneHotCategorical,
     OneHotOrdinal,
     Ordinal,
@@ -169,6 +171,184 @@ def test_tanhnormal_event_dims(self, event_dims):
             exp_shape,
         )
 
+    @pytest.mark.parametrize("device", get_default_devices())
+    @pytest.mark.parametrize(
+        "callable_scale",
+        [torch.ones_like, partial(torch.full_like, fill_value=0.5)],
+        ids=["ones_like", "full_like_partial"],
+    )
+    def test_tanhnormal_callable_scale(self, device, callable_scale):
+        """Test that TanhNormal supports callable scale for compile-friendliness.
+
+        Using a callable scale (e.g., torch.ones_like or partial(torch.full_like, fill_value=...))
+        avoids explicit device transfers and prevents graph breaks in torch.compile.
+        """
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+
+        # Create distribution with callable scale
+        dist = TanhNormal(loc=loc, scale=callable_scale, low=-1, high=1)
+
+        # Check that the scale was properly resolved
+        expected_scale = callable_scale(loc)
+        torch.testing.assert_close(dist.scale, expected_scale)
+
+        # Test sampling
+        sample = dist.sample()
+        assert sample.shape == loc.shape
+        assert sample.device == loc.device
+        assert (sample >= -1).all()
+        assert (sample <= 1).all()
+
+        # Test log_prob
+        log_prob = dist.log_prob(sample)
+        assert torch.isfinite(log_prob).all()
+
+        # Test rsample with gradient
+        loc_grad = torch.randn(3, 4, device=device, requires_grad=True)
+        dist_grad = TanhNormal(loc=loc_grad, scale=callable_scale, low=-1, high=1)
+        sample_grad = dist_grad.rsample()
+        loss = sample_grad.sum()
+        loss.backward()
+        assert loc_grad.grad is not None
+        assert torch.isfinite(loc_grad.grad).all()
+
+    @pytest.mark.parametrize("device", get_default_devices())
+    def test_tanhnormal_callable_scale_update(self, device):
+        """Test that TanhNormal.update() works with callable scale."""
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+        callable_scale = torch.ones_like
+
+        dist = TanhNormal(loc=loc, scale=callable_scale, low=-1, high=1)
+
+        # Update with new loc and callable scale
+        new_loc = torch.randn(3, 4, device=device)
+        dist.update(new_loc, callable_scale)
+
+        # Check that scale was properly resolved
+        torch.testing.assert_close(dist.scale, torch.ones_like(new_loc))
+
+        # Verify distribution works after update
+        sample = dist.sample()
+        assert sample.shape == new_loc.shape
+        assert torch.isfinite(dist.log_prob(sample)).all()
+
+
+class TestIndependentNormal:
+    @pytest.mark.parametrize("device", get_default_devices())
+    @pytest.mark.parametrize(
+        "callable_scale",
+        [torch.ones_like, partial(torch.full_like, fill_value=0.5)],
+        ids=["ones_like", "full_like_partial"],
+    )
+    def test_independentnormal_callable_scale(self, device, callable_scale):
+        """Test that IndependentNormal supports callable scale for compile-friendliness.
+
+        Using a callable scale (e.g., torch.ones_like or partial(torch.full_like, fill_value=...))
+        avoids explicit device transfers and prevents graph breaks in torch.compile.
+        """
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+
+        # Create distribution with callable scale
+        dist = IndependentNormal(loc=loc, scale=callable_scale)
+
+        # Check that the scale was properly resolved
+        expected_scale = callable_scale(loc)
+        torch.testing.assert_close(dist.base_dist.scale, expected_scale)
+
+        # Test sampling
+        sample = dist.sample()
+        assert sample.shape == loc.shape
+        assert sample.device == loc.device
+
+        # Test log_prob
+        log_prob = dist.log_prob(sample)
+        assert torch.isfinite(log_prob).all()
+
+        # Test rsample with gradient
+        loc_grad = torch.randn(3, 4, device=device, requires_grad=True)
+        dist_grad = IndependentNormal(loc=loc_grad, scale=callable_scale)
+        sample_grad = dist_grad.rsample()
+        loss = sample_grad.sum()
+        loss.backward()
+        assert loc_grad.grad is not None
+        assert torch.isfinite(loc_grad.grad).all()
+
+    @pytest.mark.parametrize("device", get_default_devices())
+    def test_independentnormal_callable_scale_update(self, device):
+        """Test that IndependentNormal.update() works with callable scale."""
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+        callable_scale = torch.ones_like
+
+        dist = IndependentNormal(loc=loc, scale=callable_scale)
+
+        # Update with new loc and callable scale
+        new_loc = torch.randn(3, 4, device=device)
+        dist.update(new_loc, callable_scale)
+
+        # Check that scale was properly resolved
+        torch.testing.assert_close(dist.base_dist.scale, torch.ones_like(new_loc))
+
+        # Verify distribution works after update
+        sample = dist.sample()
+        assert sample.shape == new_loc.shape
+        assert torch.isfinite(dist.log_prob(sample)).all()
+
+    @pytest.mark.parametrize("device", get_default_devices())
+    @pytest.mark.parametrize("scale_type", ["tensor", "float", "callable"])
+    def test_independentnormal_scale_types(self, device, scale_type):
+        """Test that IndependentNormal supports all scale types: tensor, float, callable."""
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+
+        if scale_type == "tensor":
+            scale = torch.ones(3, 4, device=device)
+        elif scale_type == "float":
+            scale = 1.0
+        else:  # callable
+            scale = torch.ones_like
+
+        dist = IndependentNormal(loc=loc, scale=scale)
+
+        # Test sampling
+        sample = dist.sample()
+        assert sample.shape == loc.shape
+        assert sample.device == loc.device
+
+        # Test log_prob
+        log_prob = dist.log_prob(sample)
+        assert torch.isfinite(log_prob).all()
+
+    @pytest.mark.parametrize("device", get_default_devices())
+    @pytest.mark.parametrize("scale_type", ["tensor", "float", "callable"])
+    def test_tanhnormal_scale_types(self, device, scale_type):
+        """Test that TanhNormal supports all scale types: tensor, float, callable."""
+        torch.manual_seed(0)
+        loc = torch.randn(3, 4, device=device)
+
+        if scale_type == "tensor":
+            scale = torch.ones(3, 4, device=device)
+        elif scale_type == "float":
+            scale = 1.0
+        else:  # callable
+            scale = torch.ones_like
+
+        dist = TanhNormal(loc=loc, scale=scale, low=-1, high=1)
+
+        # Test sampling
+        sample = dist.sample()
+        assert sample.shape == loc.shape
+        assert sample.device == loc.device
+        assert (sample >= -1).all()
+        assert (sample <= 1).all()
+
+        # Test log_prob
+        log_prob = dist.log_prob(sample)
+        assert torch.isfinite(log_prob).all()
+
 
 class TestTruncatedNormal:
     @pytest.mark.parametrize(
diff --git a/torchrl/__init__.py b/torchrl/__init__.py
index 10cbdda7600..8a0c30785a5 100644
--- a/torchrl/__init__.py
+++ b/torchrl/__init__.py
@@ -2,7 +2,6 @@
 #
 # This source code is licensed under the MIT license found in the
 # LICENSE file in the root directory of this source tree.
-import os
 import warnings
 import weakref
 from warnings import warn
diff --git a/torchrl/modules/distributions/continuous.py b/torchrl/modules/distributions/continuous.py
index 99362a784d5..d6e537c8dc8 100644
--- a/torchrl/modules/distributions/continuous.py
+++ b/torchrl/modules/distributions/continuous.py
@@ -5,7 +5,7 @@
 from __future__ import annotations
 
 import weakref
-from collections.abc import Sequence
+from collections.abc import Callable, Sequence
 from numbers import Number
 
 import numpy as np
@@ -58,7 +58,11 @@ class IndependentNormal(D.Independent):
 
     Args:
         loc (torch.Tensor): normal distribution location parameter
-        scale (torch.Tensor): normal distribution sigma parameter (squared root of variance)
+        scale (torch.Tensor, float, or callable): normal distribution sigma parameter (squared root of variance).
+            Can be a tensor, a float, or a callable that takes the ``loc`` tensor as input and returns the scale tensor.
+            Using a callable (e.g., ``torch.ones_like`` or ``functools.partial(torch.full_like, fill_value=0.1)``)
+            avoids explicit device transfers like ``torch.tensor(val, device=device)`` and prevents graph breaks
+            in :func:`torch.compile`.
         upscale (torch.Tensor or number, optional): 'a' scaling factor in the formula:
 
             .. math::
@@ -69,6 +73,20 @@ class IndependentNormal(D.Independent):
         tanh_loc (bool, optional): if ``False``, the above formula is used for
             the location scaling, otherwise the raw value
             is kept. Default is ``False``;
+
+    Example:
+        >>> import torch
+        >>> from functools import partial
+        >>> from torchrl.modules.distributions import IndependentNormal
+        >>> loc = torch.zeros(3, 4)
+        >>> # Using a callable scale avoids device transfers and graph breaks in torch.compile
+        >>> dist = IndependentNormal(loc, scale=torch.ones_like)
+        >>> # For a custom scale value, use partial to create a callable
+        >>> dist = IndependentNormal(loc, scale=partial(torch.full_like, fill_value=0.1))
+        >>> sample = dist.sample()
+        >>> sample.shape
+        torch.Size([3, 4])
+
     """
 
     num_params: int = 2
@@ -76,7 +94,7 @@ class IndependentNormal(D.Independent):
     def __init__(
         self,
         loc: torch.Tensor,
-        scale: torch.Tensor,
+        scale: torch.Tensor | float | Callable[[torch.Tensor], torch.Tensor],
         upscale: float = 5.0,
         tanh_loc: bool = False,
         event_dim: int = 1,
@@ -86,11 +104,25 @@ def __init__(
         self.upscale = upscale
         self._event_dim = event_dim
         self._kwargs = kwargs
+        # Support callable scale (e.g., torch.ones_like) for compile-friendliness
+        if callable(scale) and not isinstance(scale, torch.Tensor):
+            scale = scale(loc)
+        elif not isinstance(scale, torch.Tensor):
+            scale = torch.as_tensor(scale, device=loc.device, dtype=loc.dtype)
+        elif scale.device != loc.device:
+            scale = scale.to(loc.device, non_blocking=loc.device.type == "cuda")
         super().__init__(D.Normal(loc, scale, **kwargs), event_dim)
 
     def update(self, loc, scale):
         if self.tanh_loc:
             loc = self.upscale * (loc / self.upscale).tanh()
+        # Support callable scale (e.g., torch.ones_like) for compile-friendliness
+        if callable(scale) and not isinstance(scale, torch.Tensor):
+            scale = scale(loc)
+        elif not isinstance(scale, torch.Tensor):
+            scale = torch.as_tensor(scale, device=loc.device, dtype=loc.dtype)
+        elif scale.device != loc.device:
+            scale = scale.to(loc.device, non_blocking=loc.device.type == "cuda")
         super().__init__(D.Normal(loc, scale, **self._kwargs), self._event_dim)
 
     @property
@@ -316,7 +348,11 @@ class TanhNormal(FasterTransformedDistribution):
 
     Args:
         loc (torch.Tensor): normal distribution location parameter
-        scale (torch.Tensor): normal distribution sigma parameter (squared root of variance)
+        scale (torch.Tensor, float, or callable): normal distribution sigma parameter (squared root of variance).
+            Can be a tensor, a float, or a callable that takes the ``loc`` tensor as input and returns the scale tensor.
+            Using a callable (e.g., ``torch.ones_like`` or ``functools.partial(torch.full_like, fill_value=0.1)``)
+            avoids explicit device transfers like ``torch.tensor(val, device=device)`` and prevents graph breaks
+            in :func:`torch.compile`.
         upscale (torch.Tensor or number): 'a' scaling factor in the formula:
 
             .. math::
@@ -331,6 +367,20 @@ class TanhNormal(FasterTransformedDistribution):
             value is kept. Default is ``False``;
         safe_tanh (bool, optional): if ``True``, the Tanh transform is done "safely", to avoid numerical overflows.
             This will currently break with :func:`torch.compile`.
+
+    Example:
+        >>> import torch
+        >>> from functools import partial
+        >>> from torchrl.modules.distributions import TanhNormal
+        >>> loc = torch.zeros(3, 4)
+        >>> # Using a callable scale avoids device transfers and graph breaks in torch.compile
+        >>> dist = TanhNormal(loc, scale=torch.ones_like)
+        >>> # For a custom scale value, use partial to create a callable
+        >>> dist = TanhNormal(loc, scale=partial(torch.full_like, fill_value=0.1))
+        >>> sample = dist.sample()
+        >>> sample.shape
+        torch.Size([3, 4])
+
     """
 
     arg_constraints = {
@@ -343,7 +393,7 @@ class TanhNormal(FasterTransformedDistribution):
     def __init__(
         self,
         loc: torch.Tensor,
-        scale: torch.Tensor,
+        scale: torch.Tensor | float | Callable[[torch.Tensor], torch.Tensor],
         upscale: torch.Tensor | Number = 5.0,
         low: torch.Tensor | Number = -1.0,
         high: torch.Tensor | Number = 1.0,
@@ -353,8 +403,14 @@ def __init__(
     ):
         if not isinstance(loc, torch.Tensor):
             loc = torch.as_tensor(loc, dtype=torch.get_default_dtype())
-        if not isinstance(scale, torch.Tensor):
-            scale = torch.as_tensor(scale, dtype=torch.get_default_dtype())
+        _non_blocking = loc.device.type == "cuda"
+        # Support callable scale (e.g., torch.ones_like) for compile-friendliness
+        if callable(scale) and not isinstance(scale, torch.Tensor):
+            scale = scale(loc)
+        elif not isinstance(scale, torch.Tensor):
+            scale = torch.as_tensor(scale, device=loc.device, dtype=loc.dtype)
+        elif scale.device != loc.device:
+            scale = scale.to(loc.device, non_blocking=_non_blocking)
         if event_dims is None:
             event_dims = min(1, loc.ndim)
 
@@ -370,7 +426,6 @@ def __init__(
                 if not all(high > low):
                     raise RuntimeError(err_msg)
 
-        _non_blocking = loc.device.type == "cuda"
         if not isinstance(high, torch.Tensor):
             high = torch.as_tensor(high, device=loc.device)
         elif high.device != loc.device:
@@ -435,6 +490,13 @@ def update(self, loc: torch.Tensor, scale: torch.Tensor) -> None:
             # loc must be rescaled if tanh_loc
             if is_compiling() or (self.non_trivial_max or self.non_trivial_min):
                 loc = loc + (self.high - self.low) / 2 + self.low
+        # Support callable scale (e.g., torch.ones_like) for compile-friendliness
+        if callable(scale) and not isinstance(scale, torch.Tensor):
+            scale = scale(loc)
+        elif not isinstance(scale, torch.Tensor):
+            scale = torch.as_tensor(scale, device=loc.device, dtype=loc.dtype)
+        elif scale.device != loc.device:
+            scale = scale.to(loc.device, non_blocking=loc.device.type == "cuda")
         self.loc = loc
         self.scale = scale
 
diff --git a/torchrl/modules/distributions/utils.py b/torchrl/modules/distributions/utils.py
index 9c387ed9b50..67999b73290 100644
--- a/torchrl/modules/distributions/utils.py
+++ b/torchrl/modules/distributions/utils.py
@@ -32,7 +32,9 @@ def _cast_transform_device(transform, device):
         for attribute in dir(transform):
             value = getattr(transform, attribute)
             if isinstance(value, torch.Tensor):
-                setattr(transform, attribute, value.to(device, non_blocking=_non_blocking))
+                setattr(
+                    transform, attribute, value.to(device, non_blocking=_non_blocking)
+                )
         return transform
     else:
         raise TypeError(