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But you don't want to do that. The bandwidth between GPU and system RAM is 10x less than the bandwidth between GPU and GPU RAM, so the GPU would spend > 90% of time waiting for data. In this scenario, using CPU would most likely be faster.

Correct me if I'm wrong but I believe one of the advantages of macOS is that the GPU can use the system ram for deep learning. Which makes it possible to use cheaper GPUs.

I've never heard of this (and I do deep learning and use Macs). Do you have a reference?

Oh really? As an outsider, that’s super interesting to know. Why can’t system RAM be used in Linux/Windows, or why is it able to be on macOS?

You can do that with OpenCL or CUDA on any platform, it's just ridiculously slow because of the much lower bandwidth so nobody does it. GPUs can access their memory (GDDR or HBM) at 300-800 GB/s, but system memory at only 16 GB/s.