I installed GluonTS and mxnet-cu102 version through pip: pip install mxnet-cu102, pip install gluonts. I am sure I have cuda 10.2 as it runs well with TensorFlow. However, when I ran feature_list(), I got 
CUDA, CUDNN. If I trained a model using GPU, I got the following error: MXNetError: GPU is not enabled. I also tried older versions of MXNet like 1.6 but it didn’t work either. Does anyone have the same issue?