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For a deep dive into GPUs make sure to check out Tim Dettmer's excellent blog post.
Let's have a look at some practical advice for GPU setups.
GPU
When you train bigger models you have essentially three options:

bigger GPUs
more GPUs
more CPU and NVMe (offloaded to by DeepSpeed-Infinity)

Let's start at the case where you have a single GPU.
Power and Cooling
If you bought an expensive high end GPU make sure you give it the correct power and sufficient cooling.
Power:
Some high end consumer GPU cards have 2 and sometimes 3 PCI-E 8-Pin power sockets.