[RLlib] Run all algorithms "compilation" tests on a GPU as well (besides the existing CPU tests).

[sven1977]

Run all algorithms "compilation" tests on a GPU as well (besides the existing CPU tests).

Why are these changes needed?

Related issue number

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• [x] I've signed off every commit(by using the -s flag, i.e., git commit -s) in this PR.
• [x] I've run scripts/format.sh to lint the changes in this PR.
• [ ] I've included any doc changes needed for https://docs.ray.io/en/master/.
• [ ] I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • [ ] Unit tests
  • [ ] Release tests
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