Not in SLI, no. SLI is a technology to have two GPUs act as one, by syncing among themselves. When you have two GPUs in SLI, your CPU program will generally see them as a single GPU with (almost) twice as many cores and twice as much bandwidth, but the same amount of memory.
For this to work, the GPUs need to be very similar (i.e. you can't SLI a TitanX and a 1080).
You can, however, put many[1] different GPUs in the same system, and then the onus is on the CPU program to properly manage and send work to each one separately. This is not SLI.
Generally, SLI is useful for games where the program assumes "a GPU" and sends work to it, and you want to have more performance than your single card can provide. For compute/ML, you're much better off just using each card directly.
[1]: Don't quote me on this, but I believe up to 8x is supported, above that is uncharted territory.