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!
afaik you should not modify the params in the constructor i.e `self.n_jobs`, and I think a warning should be raised only if `n_jobs` is given. I think what @arjoly meant is

    if self.n_jobs != 1:
        n_jobs = self.n_jobs
    if n_jobs != 1:
        # warning

In that way if n_jobs is provided, a warning is raised and is used, and is someone supplies it in the constructor that is used. Do I make sense or I am just stupid?