Other people have suggested WSL Linux on Windows but there are still problems accessing GPU with that: http://www.erogol.com/using-windows-wsl-for-deep-learning-development/ 8
For my purposes (training speech recognition in Swahili), I am giving up on PyTorch in favor of this Tensorflow-based project done for Udacity which has no missing pieces on Windows: https://github.com/simoninithomas/DNN-Speech-Recognizer 13