Request an NVIDIA GPU through CUDA as the compute device of an execution
config, naming which GPUs to use, e.g.
setup_FutureExecution(device = setup_CUDA(ids = 1L)). Without ids,
device = "cuda" is the same request. Algorithms that run on CUDA are the torch-backed ones
(MLP, TabNet) and the LightGBM family built with CUDA support; every other
algorithm runs on the CPU.