Removed n_jobs parameter from the fit method and added it to constructor

Fixes #3672 
@arjoly I have deprecated the n_jobs parameter from the `fit` method and added it to the constructor. I was not certain as to how to add the deprecation warning though as i am new to this community, could you please tell me how to add that? I will patch that up in the new commit along with the tests if needed Thank you!
Hm, it's not backward compatible. The previous behaviour should work for 2 release. I would accept the n_jobs arguments in the fit and used over the parameter constructor if specified. At the same time, a warning could be raised in that case.