[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!
Here I would add that this will be removed in version 0.17. Otherwise, we will forge about it.