Documentation Update for Environment Variables

[ArlindKadra]

Recently, I stumbled upon an issue while using auto-sklearn with the gradient boosting algorithm as the only estimator, because, I did not set OMP_NUM_THREADS=1.
For other estimators, MKL_NUM_THREADS=1 and OPENBLAS_NUM_THREADS=1 should also be set.

It would be good to have this in the documentation in the future.

[github-actions]

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[mfeurer]

Documented via #1161