Here's something I noticed with leveling companions. I sent a rogue companion on a herding mission, and he gained multiple points in Scouting while he was gone. Likewise, other quests give skill points to companions.
Tactics and Medicine can be trained easily by participating in MASSIVE sieges, whether you are awake isn't important.
Riding can be quickly improved by sniping enemies with a bow from afar. at 55-60 riding I was getting a point every 2-3 shots at around 100m.
As for training troops, this isn't the thread for it, but unlike Warband, the calculations for sending your troops into battle are much more in your favor. Additionally, it seems to me that the experience your troops gain when you do so is higher. I've been sending my troops into battle against looters (who really wants to fight them face to face when you're a lord anyways?) and I get 3-7 upgraded troops regularly. The range there is for groups of 10-40 looters.