Replace `Embedding` to use `nn.Embedding` from pytorch
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enhancement
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- Python
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Description
Due to our current implementation of Embedding module, we are forced to one-hot encode all categorical columns. This leads to an explosion in the memory usage. We can avoid this by using `nn.Embedding` from pytorch which has the same functionality but does not need one-hot encoded columns. This will also allow us to one hot encode the columns which have number of categories less than `min_categories_for_embedding`.
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