Parallel evaluation (Cross-Session, Within-Session) (#364)

* Changing the cross-session to include parallel

* Fixing pass with return

* Changing the evaluations.py

* Changing the Within evaluations.py

* Reverting

* Reverting again

* Parallel WithinSession

* Updating the evaluation, removing the yield

* Updating the evaluation, removing the yield

* Changing the parameter to base evaluation

* Adding verbose as true

* Fixing the issue =)

* Updating the whats_new.rst file

---------

Co-authored-by: Sylvain Chevallier <[email protected]>

docs/source/whats_new.rst

@@ -18,7 +18,7 @@ Develop branch
 Enhancements
 ~~~~~~~~~~~~
 
-- None
+- Adding Parallel evaluation for :func:`moabb.evaluations.WithinSessionEvaluation` , :func:`moabb.evaluations.CrossSessionEvaluation` (:gh:`364` by `Bruno Aristimunha`_)
 
 Bugs
 ~~~~

moabb/evaluations/base.py

@@ -27,6 +27,9 @@ class BaseEvaluation(ABC):
         If not None, can guarantee same seed for shuffling examples.
     n_jobs: int, default=1
         Number of jobs for fitting of pipeline.
+    n_jobs_evaluation: int, default=1
+        Number of jobs for evaluation, processing in parallel the within session,
+        cross-session or cross-subject.
     overwrite: bool, default=False
         If true, overwrite the results.
     error_score: "raise" or numeric, default="raise"
@@ -52,6 +55,7 @@ def __init__(
         datasets=None,
         random_state=None,
         n_jobs=1,
+        n_jobs_evaluation=1,
         overwrite=False,
         error_score="raise",
         suffix="",
@@ -63,12 +67,12 @@ def __init__(
     ):
         self.random_state = random_state
         self.n_jobs = n_jobs
+        self.n_jobs_evaluation = n_jobs_evaluation
         self.error_score = error_score
         self.hdf5_path = hdf5_path
         self.return_epochs = return_epochs
         self.return_raws = return_raws
         self.mne_labels = mne_labels
-
         # check paradigm
         if not isinstance(paradigm, BaseParadigm):
             raise (ValueError("paradigm must be an Paradigm instance"))