The only catch is, for some reason developers of ML libraries like PyTorch aren’t interested in open GPU APIs like D3D or Vulkan. Instead, they focus on proprietary ones i.e. CUDA and to lesser extent ROCm. I don’t know why that is.
D3D-based videogames are heavily using GPU compute for more than a decade now. Since Valve shipped SteamDeck, the same now applies to Vulkan on Linux. By now, both technologies are stable, reliable and performant.