[MRG+1] 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!
Done in c5fdee4e6af6a9b3c4677665248dd696905ee8ee