[scikit-learn] Estimator.predict() thread safety

[Sebastian Raschka]

I think 

> FeatureUnion[n_jobs=1] + GirdSearch[n_jobs <=  cores]

would be better regarding the nested parallelism limitation

> On Jun 17, 2016, at 11:46 AM, Philip Tully <tully at csc.kth.se> wrote:
> 
> Gotcha - so perhaps I should ensure FeatureUnion[n_jobs] + GirdSearch[n_jobs] < # cores?
> 
> On Fri, Jun 17, 2016 at 11:21 AM, Gael Varoquaux <gael.varoquaux at normalesup.org> wrote:
> > I am typically careful with this, e.g., if my machine has 16 cores, I’d
> > set feature union to n_jobs=3 and the gridsearch_cv to n_jobs=4 or so.
> > Curious to hear what the scikit devs think about nesting calls
> > n_jobs=-1; am I too conservative?
> 
> Nested parallelism doesn't work. It's a limitation of multiprocessing.
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