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I experimented on this a while ago but haven't done work on it since.
Also trying to overhaul HARK's interpolation infrastructure. A different route I went to use GPU was using cupy as seen in this PR econ-ark/HARK#1203
I am writing a flexible multilinear interpolator that can use different targets depending on user's hardware: cpu serial, cpu parallel, and gpu https://github.com/alanlujan91/HARK/blob/6fd7796402bac8527860d9bb57f151b29a5e059d/HARK/interpolation/jaxinterp.py
would be happy to collaborate
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