[docs] document CUDA version support

[StrikerRUS]

In follow up of #3160.

Closed #3416.

cc @ChipKerchner

[jameslamb]

thanks for doing this! I left a few suggestions on clarifying the language, but otherwise I agree with these changes.

[jameslamb]

looks good, thank you for this!

[StrikerRUS]

Depends on fixing CUDA error reported in #3450 and #3424 (comment).

[bordaw]

Do you know when the official LightGBM documentation will be updated to describe the CUDA support?

[StrikerRUS]

@bordaw Right after fixing critical bugs of the initial CUDA implementation: #3428 (comment). Unfortunately, it seems that it won't be very quickly: #3160 (comment).

[bordaw]

Thanks for the prompt response! Please let me know if I can help in the fix as I am one of the original authors of the CUDA implementation.

[StrikerRUS]

@bordaw Wow, this will be just awesome! Thank you very much for wishing to help!

I think you can try to reproduce the issue locally first: #3160 (comment). Please let me know if you need any additional details.

[bordaw]

Thanks! Will download the latest code and take a look..

[StrikerRUS]

@jameslamb @guolinke Please (re-)review when have time.

[jameslamb]

I have no changes to suggest, this looks good to me. Thanks for adding the explanation on how the CUDA build is different from OpenCL and why you might use it. Really helpful.

[github-actions]

This pull request has been automatically locked since there has not been any recent activity since it was closed. To start a new related discussion, open a new issue at https://github.com/microsoft/LightGBM/issues including a reference to this.