I am using Mathematica V12.3 on an Aurora-Ryzen with GeForce RTX 2090 and v11.3 of the NVIDIA toolkit. All the latest paclets/drivers are installed.
There are multiple reports of Mathematica not working properly with NVIDIA CUDA (cf CUDA not working on Mathematica 12.2 - Questions - WOLFRAM COMMUNITY ). Unfortunately, these appear to have fallen on deaf ears at WR. This is a pity, as it means that there is no option but to use Python or Matlab, on which platforms deep learning applications work flawlessly.
This deficiency in GPU computation, together with the absence of any functionality for Reinforcement Learning, leaves the Wolfram Language trailing competitors in the important field of data science / machine learning that, I would argue, it should be at the forefront of.
Mathematica appears to be able to process graphics data with NetTrain using the GPU as previously reported in the prior post. However, when processing numerical data with NetTrain, or building an Anomaly detector using AnomalyDetection, it reverts to using the CPU, despite TargetDevice-> “GPU”, as for instance in the attached notebooks.
These can be used to test your own Mathematica/CUDA GPU set-up and enable you to report back any issues.

