Fitting with model.fit(fit_method=‘map’) allows us to scale sufficiently. I can train 100k in about 6 seconds and 1 million in about 20 seconds.
Here’s a related question. If I have 20 million customers, would you recommend I train the model on all of them, or train on a representative sample of say 1 million or 5 million customers then apply that model output to the out-of-sample customers?