Maybe he did. Maybe he trained them all and then dropped them on different planets throughout the galaxy as one-person sleeper cells and that's why Rey has force powers. She was just too young to remember the training. He knew it was too dangerous to keep them all together with such a high force-concentration so he spread them out.
That's feasible, I hope we find out in the next film, need some new powerful Jedi, including Rey, I think she's going to be up there with Luke.