I had to install dev channel MS Windows + subsystem for linux 2 + NVidia CUDA 10.2 (an old version of the NVIDIA driver) to be able to run mixed precision training on my NVIDIA card.
I could try to run Linux, but in that case I may not be able to use the newest games that are created for the same NVIDIA card.
The situation is so bad that Jeremy Howard from Fast.AI suggests people to run training models on the cloud even if they put significant amount of money into having their own NVIDIA cards.