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[feat] enable the n_jobs for mutual info regression and classifier #21409

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@bingoko bingoko commented Oct 22, 2021

Before, mutal_info use NearestNeighbors but did not enable n_jobs to accelerate the speed

Before, mutal_info use NearestNeighbors but not enable n_jobs to accelerate the speed
@bingoko bingoko changed the title enable the n_jobs for mutual info regression and classifier [feat] enable the n_jobs for mutual info regression and classifier Oct 22, 2021
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We will need some benchmark to check that we can indeed get a speed-up.

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