multithreading control?

[odunbar]

Tullio will perform hyperthreading by blocking matrices. It prefers to calculate how many threads would be worthwhile at the time, somewhat unclear if it can be overriden, though this comment implies a KW argument threads=n will do it
https://github.com/mcabbott/Tullio.jl/blob/78cd6b18d2c5a77acf9051746432869ad5514fee/src/threads.jl#L11-L22

We may wish to control this value, so that other operations might also be threaded on top of this

[odunbar]

I think the easiest option would be to add just false or to use Tullio's option. i.e. to RandomFeatureMethod add atullio_threading::Bool kw argument and @tullio threads=tullio_threading flag

Note-to-self. I have noticed that Tullio's speed up for e.g. A^T*A bottleneck is only around 2-3x for upto 56 threads (increases until around 8 threads before plateauing), likewise with prediction. This indicates that for likely problems it will be typically better to thread outside of the RF code.