Training Neural Networks on Cloud GPUs (Wolfram Cloud / AWS / Paperspace /etc)

No need to export to MXNet, put your neural net on a wl script instead and run it on AWS. Install CDFPlayer for linux on a Deep-Learning Ubuntu AMI on a EC2 GPU-compute instance, then download and install manually the drivers and run your training script with TargetDevice->"GPU"

Remember to screen your session to avoid interruption. Check GPU usage with nvidia-smi -l 1

With version 12.2, this functionality now exists using RemoteBatchSubmit and related functionality.

From the release notes:

env = RemoteBatchSubmissionEnvironment[
  "AWSBatch", <|"JobQueue" -> 
    "arn:aws:batch:us-east-1:123456789012:job-queue/MyQueue", 
   "JobDefinition" -> 
    "arn:aws:batch:us-east-1:123456789012:job-definition/MyDefinition:\
1", "IOBucket" -> "my-job-bucket"|>]

RemoteBatchSubmit[env, 
 NetTrain[NetModel["LeNet"], "MNIST", TargetDevice -> "GPU"],
 RemoteProviderSettings -> <|"GPUCount" -> 1|>]

This will run NetTrain on AWS with a GPU.