@lesteve @vene @amueller if you have any comments on the wording of this what's new entry.

This can also speed up grid search on small data, which may or may not impact more users than the multilabel OvR usecase. Do you think it's worth mentioning?

Looks good to me. I am guessing we don't want to use a joblib beta version eventually so we should try to remember to update the whatsnew accordingly.

I think the idea is to have the scikit-learn master roll for a bit with the joblib beta version, to see if any issues are reported by the users who tinker with scikit-learn master. I like this plan, I think it's the best way to beta-test joblib. We could ping the statsmodels folks or other packages we know of that make use of joblib as well.

I just broke the merge by editing what's new. Please rebase.

I am on it.

@vene I took your remark into account.

@lesteve I agree that we should maintain the whats_new.rst updated if we upgrade again joblib before the 0.17 scikit-learn release.

LGTM

Merging: this doesn't need a second 👍

thanks guys (sorry I'm still travelling)