I asked the same question 
[here](https://github.com/apache/incubator-mxnet/issues/20531) and found out 
that the array is created after roughly 15 min.

The problem can be fixed by creating an environment variable 
"CUDA_CACHE_MAXSIZE". 1 GiB was a good value, at least for me. After this, the 
15 min wait only occurs the first time a GPU is used and the subsequent runs 
are a lot faster, even if python is closed in between.





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