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!
@MechCoder I get what you are saying, but in the case where `n_jobs != 1` we can raise a warning and set `n_jobs_ = n_jobs` as you said but as `n_jobs` is a class attribute we have to update it right? In your above code sample that update will not take place.