@vautoml-0887 Thanks for the question. You can run LightGBM with boosting=random_forest, Please follow the below documentation:
https://github.com/microsoft/LightGBM/blob/master/docs/Parameters.rst#boosting
Here is a general tutorial on how to run LightGBM on GPU, You can run it on any Azure GPU VM:
https://github.com/microsoft/LightGBM/blob/master/docs/GPU-Tutorial.rst
If you need to run it on multiple nodes, there is also a distributed spark implementation available at https://github.com/Azure/mmlspark.
Random Forests for the GPU using PyCUDA: https://pypi.org/project/cudatree/