Description

In their own words, "CuPy is an implementation of NumPy-compatible multi-dimensional array on CUDA. CuPy consists of the core multi-dimensional array class, cupy.ndarray, and many functions on it. It supports a subset of numpy.ndarray interface."

I recognize that building both CPU and GPU compatible versions is a significant undertaking, and might ultimately be out of the scope of scikit-learn.

I wanted to start a conversation about adding in GPU support (wither with CuPy, or any other library), and see if people were interested in taking on this endeavor.