Support AMD GPUs (Port #426 to 0.4 line)

[mattwthompson]

This is a squash/port of #426.

$ git merge --squash add_opencl_option
$ fix stuff
$ git commit

[codecov[bot]]

Codecov Report

Merging #465 (c3c0c32) into main (2fa7453) will decrease coverage by 0.05%. The diff coverage is 35.71%.

[mattwthompson]

This "works" for me locally in the sense that it allows me to spin up a local Dask "cluster" without access to NVIDIA hardware.