So after following @David_Yanni’s steps and adding a few changes in the definition of THIRD_PARTY_INCLUDES_START i.e, after I adding the following lines in the definition:
__pragma(warning(disable: 4273))\
__pragma(warning(disable: 4582))\
__pragma(warning(disable: 4583))\
__pragma(warning(disable: 4018))\

And also copying all the .dll files in libtorch/lib folder to Binaries/Win64, I managed to get the project compiling. But I don’t seem to be able to “Play” after adding blueprint class which simply logs the output of a neural network. I get a breakpoint saying “ntdll.pdb not loaded”.
Since I am new to Unreal Engine may be I did something wrong idk so I would like you to try it out. If you get it working please let me know. Thanks!