I found it helpful to start with CUDA on numba since it lets you write GPU kernels in python. Assuming you're like most ML engineers and you're more familiar with python than C++, this allows you to separately learn CUDA concepts from also learning C++ at the same time. There's also a set of GPU puzzles for beginners [1] using to get started with numba CUDA.
[1] https://github.com/srush/GPU-Puzzles