Multi-agent reinforcement learning experiments and open-source training environments are typically limited in scale, supporting tens or sometimes up to hundreds of interacting agents. In this paper we demonstrate the use of Vogue, a high performance agent based modelling framework. Vogue serves as a multi-agent training environment, supporting thousands to tens of thousands of interacting agents while maintaining high training throughput by running both the environment and reinforcement learning agents on the GPU. High performance multi-agent environments at this scale have the potential to enable the learning of robust and flexible policies for use in agent based models and simulations of complex systems. We demonstrate training performance with two newly developed, large scale multi-agent training environments. Moreover, we show that these environments can train shared reinforcement learning policies on time-scales of minutes and hours.