[ENH] parallelization support and config for forecasting performance metrics #5813
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fkiraly
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enhancement
fkiraly
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achieveordie,
benHeid and
yarnabrina
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This PR adds the option to parallelize forecasting performance metrics via
set_config.The method is simply passing on the config to
vectorize_est, if set.Tests are added. Docstrings do not need to be added, as apprently the option is already inherited from
BaseObject(mistakenly before this PR, but now correctly).