After reading this tutorial https://www.tensorflow.org/guide/using_gpu I checked GPU session on this simple code

import numpy as np
import matplotlib.pyplot as plt
import tensorflow as tfa = tf.constant([1.0, 2.0, 3.0, 4.0, 5.0, 6.0], shape=[2,3], name = 'a')
b = tf.constant([1.0, 2.0, 3.0, 4.0, 5.0, 6.0], shape = [3,2], name =  'b')
c = tf.matmul(a, b)with tf.Session(config=tf.ConfigProto(log_device_placement=True)) as sess:x = sess.run(c)
print(x)

The output was

2018-08-07 18:44:59.019144: I
tensorflow/core/platform/cpu_feature_guard.cc:141] Your CPU supports
instructions that this TensorFlow binary was not compiled to use: AVX2
FMA Device mapping: no known devices. 2018-08-07 18:44:59.019536: I
tensorflow/core/common_runtime/direct_session.cc:288] Device mapping:MatMul: (MatMul): /job:localhost/replica:0/task:0/device:CPU:0
2018-08-07 18:44:59.019902: I
tensorflow/core/common_runtime/placer.cc:886] MatMul:
(MatMul)/job:localhost/replica:0/task:0/device:CPU:0 a: (Const):
/job:localhost/replica:0/task:0/device:CPU:0 2018-08-07
18:44:59.019926: I tensorflow/core/common_runtime/placer.cc:886] a:
(Const)/job:localhost/replica:0/task:0/device:CPU:0 b: (Const):
/job:localhost/replica:0/task:0/device:CPU:0 2018-08-07
18:44:59.019934: I tensorflow/core/common_runtime/placer.cc:886] b:
(Const)/job:localhost/replica:0/task:0/device:CPU:0 [[ 22.  28.]  [
49.  64.]]

As you see there is no calculation done by GPU. and when I changed the code to use GPU's configuration and process fraction:

conf = tf.ConfigProto()
conf.gpu_options.per_process_gpu_memory_fraction = 0.4with tf.Session(config = conf) as sess:x = sess.run(c)
print(x)

The output was

2018-08-07 18:52:22.681221: I
tensorflow/core/platform/cpu_feature_guard.cc:141] Your CPU supports
instructions that this TensorFlow binary was not compiled to use: AVX2
FMA [[ 22.  28.]  [ 49.  64.]]

What can I do to run the session on GPU card?

It is most certainly possible to run tensorflow on AMD GPUs. About 2 years back ROCm was released which gets things done. However, the is a caveat, that it runs only on Linux as of now owing to its open-source origins. So if you are willing to use Linux then you can most certainly train your DL models using AMD GPUs. That said the amount of support you will get is low as the community is still not large enough. Google search for ROCm and you can get instructions on how to get it set up and running on a Linux machine. May be it will work with WSL2 in windows, but I have not tried it yet and so cannot comment on that.

here is a link to ROCm installation docs