Parallelizing cross-validation

There is a lot of iteration going on during cross-validation and these are tasks that can be parallelized to speed things up. All you need to do to take advantage of this is use the parallel keyword. There are four options you may choose: None, 'processes', 'threads', or 'dask':

df_cv = cross_validation(model,
                         horizon='90 days',
                         period='30 days',
                         initial='730 days',
              ...