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Support for CUDA streams #96

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@pentschev

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@pentschev

When writing CUDA applications, an important aspect for keeping GPUs busy is the use of streams to enqueue operations asynchronously from the host.

Libraries such as Numba and CuPy offer support for CUDA streams, but today we don't know to what extent they're functional with Dask.

I believe CUDA streams will be beneficial to leverage higher performance, particularly in the case of several small operations, streams may help Dask keeping on dispatching work asynchronously, while GPUs do the work.

We should check what's the correct way of using them with Dask and how/if they provide performance improvements.

cc @mrocklin @jakirkham @jrhemstad

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