I would do it the other way round: use Windows in a virtual machine from Linux. If you are in Windows and have the urge to use Linux, do the proper switch once and for all. You will never look back. I haven't in almost 15 years. Given what Windows has become and already discussed here on HN I would even hesitate to run it in a virtual machine. Edit: more than 15 years.
I used to do VFIO with hardware passthrough so I could have linux but still run windows software like CAD that takes advantage of the gfx card. That was a pain to set up and use.
The other way, its very simple. WSL2 can run ML tasks with just a tiny bit of overhead in moving the data to the card.