[Author] OpenAI uses Ray, the open source version of Anyscale Platform, for training their models (video evidence: https://www.youtube.com/watch?v=CqiL5QQnN64).
Ray (https://github.com/ray-project/ray) is available for anyone to use. You can also use Aviary (https://github.com/ray-project/aviary) to serve any of those models yourself.