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fit something with parallel_backend is unreasonably slow #451

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@GuoHao150

I set up a Dask cluster and tries to reproduce the distributed Machine Learning tutorial from https://github.com/dask/dask-tutorial/blob/master/08_machine_learning.ipynb when I run the command

%%time
with joblib.parallel_backend("dask", scatter=[X, y]):
    grid_search.fit(X, y)

it's not complete even after an hour and compare to the fitting without Dask as a backend I thought it's unreasonably slow. Since it does not give me an error message I wonder if anybody here could give me some advice. Thanks

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