Describe the workflow you want to enable

I would like to define multiple pipelines and compare them against each other on multiple datasets.

Describe your proposed solution

A single helper function that executes this benchmark fully in parallel. This would allow

Describe alternatives you've considered, if relevant

There is an MLR3 function that inspired this issue.

Additional context

Reasoning: I'm currently co-teaching a course where students can do the exercises in R using MLR3 or Python using scikit-learn. Doing the exercises in R appears to be less repetitive overall, as for example, there is a simple function for benchmarking. Also, it would require less time to actually wait for the results to finish as one could make more use of parallelism.