Enable multi-device support for Vegas+ #78
Description
The problem
Currently Vegas+ does not support running in multiple GPUs, the reason is the variable number of events, which makes it impossible to know before hand how many events should be sent to each GPU.
#64 (comment)
Proposed solution
A possible solution would be to re-distribute the number of events per-device before each iteration.
This would introduce some overhead, but Vegas+ is expected to be used in scenarios where the integrand is complicated (otherwise you can just throw more points in by using Vegas) so it should be fine.