ENH: prevent multiprocessing in tests under Windows

sklearn/test_setup.py

+"""
+Fixtures for the tests.
+
+This module gets loaded by test discovery scanners (such as nose) in
+their collection scan.
+"""
+
+import os
+if os.name.startswith('win'):
+    # During the tests, under Windows, we don't want any multiprocessing
+    os.environ['JOBLIB_MULTIPROCESSING'] = 0