Serious question, do you realize that the NSA are mere mortals? Do you realize how much it takes to train a model? Does the NSA make their own chips or planes? The NSA buys a lot of technology because they can't make their own.
NSA has had their own supercomputing program for decades. they design and produce their own large scale machines. chips, fabrics, arithmetic units, all of it. they also employ quite a number of hardcore mathematicians, computer scientists, and systems wranglers. if they decided it was of strategic importance there is absolutely no reason they couldn't train their own models.
You mean "Rhetorical question," and I didn't need patronising.
They have at least one pretty vast, largely classified data centre in Utah, with a sizeable chunk of the black budget and they also have pretty large data sets.