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!
This line is too long
```
pep8 sklearn/linear_model/base.py
sklearn/linear_model/base.py:335:80: E501 line too long (83 > 79 characters)
```