Document parallel_config

[GaelVaroquaux]

It seems that parallel_config was not very visible in the docs.

This is a quick fix to improve a bit the situation.

We should probably adapt more our docs, but I only have a little bit of time.

[codecov]

Codecov Report

Patch coverage has no change and project coverage change: -0.10 ⚠️

Comparison is base (f6aaaa6) 94.88% compared to head (b7c8b81) 94.78%.

Additional details and impacted files

@@            Coverage Diff             @@
##           master    #1451      +/-   ##
==========================================
- Coverage   94.88%   94.78%   -0.10%     
==========================================
  Files          44       44              
  Lines        7366     7366              
==========================================
- Hits         6989     6982       -7     
- Misses        377      384       +7     

see 3 files with indirect coverage changes

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[tomMoral]

the failing doc build should be fixed by #1456
could you retriever the build?

[GaelVaroquaux]

the failing doc build should be fixed by #1456 could you retriever the build?

Sorry, I made a mistake with the web interface trying to merge main in this PR, and did the opposite. I hope that it is fine.

[GaelVaroquaux]

the failing doc build should be fixed by #1456 could you retriever the build?

Sorry, I made a mistake with the web interface trying to merge main in this PR, and did the opposite. I hope that it is fine.

[tomMoral]

It is okay, the CI is green and the change looked okay.
I just wanted to have a look at the rendering before merging but we can still improve the doc later on if needed, so no problem.