This comprehensive guide discusses fine-tuning GPT-OSS models with web data using Unsloth, a library that enhances the speed and efficiency of fine-tuning without compromising model quality. Unsloth is compatible with the Hugging Face ecosystem and supports various NVIDIA GPUs, offering a significant performance boost by reducing memory usage and training time. The guide explores the unique features of GPT-OSS models, such as their unrestricted access and reasoning effort control, which allows users to balance speed and accuracy. It underscores the importance of high-quality training data and demonstrates how to collect it using Bright Data's Web Scraper APIs, which efficiently handle web scraping complexities. The document provides a detailed tutorial on setting up the environment, installing necessary tools, and configuring the model for fine-tuning, emphasizing the use of Google Colab for accessible GPU resources. It also covers training strategies, data preparation, and testing the fine-tuned model, highlighting best practices in training, optimization, and deployment. Finally, it addresses common troubleshooting issues and offers solutions for optimizing memory usage and training performance.