you should be able to get everything work (at least vast majority) directly in windows 10 now (with newest pytorch). Everything to set up on ubuntu is covered in the thread on setting up your own DL box (Personal DL box) .
- set up a ubuntu install usb drive
- install as a dual boot system
- install anaconda
- install nvidia drivers (I followed this: http://www.linuxandubuntu.com/home/how-to-install-latest-nvidia-drivers-in-linux -> makes it easy)
- install CUDA, cuDNN (I followed this from the DL box thread: https://www.learnopencv.com/installing-deep-learning-frameworks-on-ubuntu-with-cuda-support/)
- set up fast ai, pytorch, tensor flow, keras etc as desired