Discussion: Is hyperparameter tuning on linux/ubuntu virtual machine a usefull approach?

In order to get an R/Shiny forecasting app ready for production, I am concerned about speeding up the model tuning process.

I am already using parallel processing on Windows 10. There are some other possible improvements to go for, like Kaggle kernels or Amazon AWS.

However, I would prefer to go for some open source improvements first.

A C++ coder told m recently, that it is worth to compute resource extensive tasks on linux/ubuntu machines.

I was thinking about virtual machines on a customers server in order to use linux/ubuntu for hyperparameter tuning.

What do you think about this approach?