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Number of threads for CPU training #19

@VarIr

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@VarIr

We should document how to set the number of threads for training on CPUs (in case anyone would like to do that).
Basically, it's export OMP_NUM_THREADS=8 for intra-op parallelism.

Alternatively, this may be set programatically with torch.set_num_threads() and set_num_interop_threads().

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