Prevent files in working dir

[franchuterivera]

• Prevent files in the current working directory

• Move back to use process instead of threads

[codecov]

Codecov Report

Merging #1021 (0b8ae89) into development (c1fbd6c) will decrease coverage by 0.05%.
The diff coverage is 96.15%.

@@               Coverage Diff               @@
##           development    #1021      +/-   ##
===============================================
- Coverage        85.35%   85.30%   -0.06%     
===============================================
  Files              125      125              
  Lines             9854     9858       +4     
===============================================
- Hits              8411     8409       -2     
- Misses            1443     1449       +6     

Impacted Files	Coverage Δ
autosklearn/util/hash.py	95.00% <50.00%> (-5.00%)	⬇️
autosklearn/automl.py	84.67% <100.00%> (+0.05%)	⬆️
autosklearn/ensemble_builder.py	76.43% <100.00%> (ø)
autosklearn/util/backend.py	72.79% <100.00%> (+0.09%)	⬆️
autosklearn/util/logging_.py	94.30% <100.00%> (+1.56%)	⬆️
...s/feature_preprocessing/select_rates_regression.py	81.48% <0.00%> (-5.56%)	⬇️
...osklearn/pipeline/components/classification/lda.py	88.88% <0.00%> (-5.56%)	⬇️
...ature_preprocessing/select_rates_classification.py	85.91% <0.00%> (-1.41%)	⬇️

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