There area multiple ways to set gpu prefernces for your training, one of them is using gpuDevice function. Look at the documentation you will get clear idea on how to set different gpu's at the time of training. Although let me give a small piece of code for you to understand the function.
% Set the execution environment to use GPU.
executionEnvironment = "gpu";
% set 3rd gpu from the GPU pool list.
gpuDevice(3);
Also check out this link to get better idea on how to use multiple GPU at the same time. you can also refer to this.
Hope this helps you.
