Windows Subsystem for Linux (WSL) allows you to run Linux distributions directly within the Windows 10 operating system. Microsoft is adding support for CUDA and DirectML GPU computing. The next update will add a new Linux location in the File Explorer, where you can access a list of installed WSL Linux distributions. Microsoft has also enabled support for new commands to run WSL from the command line. It will allow developers to use their artificial intelligence and machine learning applications in WSL, which is currently not possible in May 2020 Update.
Source: https://www.bleepingcomputer.com/news/microsoft/windows-subsystem-for-linux-is-getting-these-useful-new-features/