diff --git a/ml/src/gpu/capabilities.rs b/ml/src/gpu/capabilities.rs
new file mode 100644
index 000000000..e69de29bb
diff --git a/ml/src/gpu/memory_profile.rs b/ml/src/gpu/memory_profile.rs
new file mode 100644
index 000000000..e69de29bb
diff --git a/ml/src/gpu/mod.rs b/ml/src/gpu/mod.rs
new file mode 100644
index 000000000..7d62b799c
--- /dev/null
+++ b/ml/src/gpu/mod.rs
@@ -0,0 +1,98 @@
+//! GPU device management for ML training
+//!
+//! Provides centralized device selection, GPU capability detection,
+//! and per-model batch size optimization.
+
+pub mod capabilities;
+pub mod memory_profile;
+
+use candle_core::Device;
+use serde::{Deserialize, Serialize};
+
+use crate::MLError;
+
+/// Device configuration for ML training and inference.
+///
+/// Use `Auto` for production — it detects CUDA if available, falls back to CPU.
+/// Use `Cuda(id)` to pin to a specific GPU. Use `Cpu` to force CPU mode.
+#[derive(Debug, Clone, PartialEq, Serialize, Deserialize)]
+pub enum DeviceConfig {
+    Cpu,
+    Cuda(usize),
+    Auto,
+}
+
+impl DeviceConfig {
+    /// Resolve this config into a concrete candle `Device`.
+    ///
+    /// - `Cpu` → always `Device::Cpu`
+    /// - `Cuda(id)` → `Device::new_cuda(id)`, errors if unavailable
+    /// - `Auto` → CUDA device 0 if available, else CPU
+    pub fn resolve(&self) -> Result<Device, MLError> {
+        match self {
+            DeviceConfig::Cpu => Ok(Device::Cpu),
+            DeviceConfig::Cuda(id) => Device::new_cuda(*id).map_err(|e| {
+                MLError::ConfigurationError(format!(
+                    "CUDA device {} required but unavailable: {}",
+                    id, e
+                ))
+            }),
+            DeviceConfig::Auto => {
+                match Device::new_cuda(0) {
+                    Ok(dev) => Ok(dev),
+                    Err(_) => Ok(Device::Cpu),
+                }
+            }
+        }
+    }
+
+    /// Returns true if this config will attempt to use a GPU.
+    pub fn is_gpu(&self) -> bool {
+        matches!(self, DeviceConfig::Cuda(_) | DeviceConfig::Auto)
+    }
+}
+
+impl Default for DeviceConfig {
+    fn default() -> Self {
+        DeviceConfig::Auto
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+
+    #[test]
+    fn test_cpu_always_resolves() {
+        let device = DeviceConfig::Cpu.resolve().unwrap();
+        assert!(!device.is_cuda());
+    }
+
+    #[test]
+    fn test_auto_resolves_without_error() {
+        let device = DeviceConfig::Auto.resolve().unwrap();
+        let _ = device;
+    }
+
+    #[test]
+    fn test_is_gpu() {
+        assert!(!DeviceConfig::Cpu.is_gpu());
+        assert!(DeviceConfig::Cuda(0).is_gpu());
+        assert!(DeviceConfig::Auto.is_gpu());
+    }
+
+    #[test]
+    fn test_default_is_auto() {
+        assert_eq!(DeviceConfig::default(), DeviceConfig::Auto);
+    }
+
+    #[test]
+    fn test_serde_roundtrip() {
+        let configs = vec![DeviceConfig::Cpu, DeviceConfig::Cuda(0), DeviceConfig::Auto];
+        for config in configs {
+            let json = serde_json::to_string(&config).unwrap();
+            let deserialized: DeviceConfig = serde_json::from_str(&json).unwrap();
+            assert_eq!(config, deserialized);
+        }
+    }
+}
diff --git a/ml/src/lib.rs b/ml/src/lib.rs
index 761f95720..bcf2f460d 100644
--- a/ml/src/lib.rs
+++ b/ml/src/lib.rs
@@ -687,6 +687,7 @@ pub mod data_loaders; // Data loaders for ML training
 pub mod dqn;
 pub mod gradient_accumulation; // Gradient accumulation for mini-batch training
 pub mod gradient_utils; // Gradient utilities (clipping, monitoring)
+pub mod gpu;
 pub mod diffusion;
 pub mod ensemble;
 pub mod evaluation; // DQN evaluation engine (backtest metrics, Sharpe ratio)