As the industry continues to focus on Artificial Intelligence, the Windows 10 platform (starting with Windows 10 1803 and continuing through Windows 10 1903) is bringing the best tools for performing local, high-performance machine learning inferencing with the Windows AI Platform:
Windows ML APIs - enabling machine learning inferencing
DirectML APIs - providing operator-level access to ONNX 1.3 standard resources
Microsoft Compute Driver Model (MCDM) - a driver model for compute and AI specific silicon for Windows
This video from Build 2019 gives a great overview of the Windows AI platform.