The first Gandharva Mahavidyalaya, a music training school, was set up in 1901 by Vishnu Digambar Paluskar in [Art & Culture]

The correct option is Lahore.

Here is a detailed historical breakdown of the establishment of the Gandharva Mahavidyalaya:
1. Founder's Vision: Pandit Vishnu Digambar Paluskar, a legendary Hindustani classical vocalist, established the institution. His primary goal was to rescue Indian classical music from the confines of royal courts and the stigma associated with professional musicians of that era, making it accessible to the general public.
2. Establishment: The first Gandharva Mahavidyalaya was inaugurated on May 5, 1901, in Lahore (which was a major cultural center of undivided India and is now located in Pakistan).
3. Significance: This school was a revolutionary step in music education as it introduced a structured curriculum, formal examinations, and class-based teaching, which deviated from the traditional, highly restrictive Guru-Shishya parampara (master-disciple tradition).
4. Expansion: Following the success of the Lahore branch, another major branch was opened in Bombay (now Mumbai) in 1908. Today, Gandharva Mahavidyalaya institutions operate across India to promote classical music and dance.