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doc/faq.rst

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Will you add GPU support?
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No, or at least not in the near future. The main reason is that GPU support will introduce many software dependencies and introduce platfom specific issues.
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Scikit-learn is designed to be easy to install on a wide variety of platforms.
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No, or at least not in the near future. The main reason is that GPU support will introduce many software dependencies and introduce platform specific issues.
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scikit-learn is designed to be easy to install on a wide variety of platforms.
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Outside of neural networks, GPUs don't play a large role in machine learning today, and much larger gains in speed can often be achieved by a careful choice of algorithms.

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