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Multi-GPU out of core KMeans progress tracking issue #2296

Description

@viclafargue

This issue aims at tracking progress on the multi-GPU out of core KMeans implementation and benchmarking.

Please tell me if anything was forgotten. Also, if you add a new issue/PR, please list it here and link this issue as its parent so we can keep track of everything that is going on.

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Improvements and bugfixes

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