Well, it is supposed to work but the very few times I tried multiprocessing with cuda i had plenty of problems.
Here you can find the info you need:
https://pytorch.org/docs/stable/notes/multiprocessing.html 29
For threading, it’s a default python library.
Both share the same underlaying idea  but they are different and threading is more difficult to use (explained here):
  
      Timber.io
  
  
    

Multiprocessing vs. Threading in Python: What you need to know. 12

When we at Timber went looking for the difference between threading and multiprocessing, we found that the information available was unnecessarily complicated and didn't help us figure out what to use. This post is our attempt at fixing that problem.