The most likely explanation is a kernel timeout, see https://uk.mathworks.com/matlabcentral/answers/410236-cuda-error-after-calculating-mahalanobis-distance-for-large-dataset.
The next most likely is lack of memory not being handled properly on your low power laptop GPU. Try reducing your MiniBatchSize.
Generally, search for CUDA_ERROR or 960M and you'll find a variety of issues that can arise with these laptop chips.
