Just like with setting up a weed farm. The cops need to follow spikes in power consumption that are out of the ordinary and they'll find you. However, growing weed may be illegal in most places, mining is not yet.
Cultivation of Cannabis Sativa with low THC is legal in 46 US states afaik with the 2018 farm bill. So you can say growing weed is legal in most places.
Right, except that me, and a large chunk of the world population, don't live in the US, so I was trying to draw a conclusion about the general global status on this.