Thread Affinity
It'd be helpful to be able to specify in the config if the threads should be assigned to only some subset of cores, either explicitely pinning to cores A, B...N in tandem with the ```num_threads``` option, or as predefined "slots" for the bandit optimisation.
For instance, if I have 8 cores available on a home machine, and I want to mine while keeping cores 1 & 2 free for day to day things.
Does that sound doable here or would that mean rewriting a lot of things?