account for when n_jobs is none

[salilgupta1]

sklearn==0.22.0 sets the default for n_jobs to None for LogisticRegression models https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LogisticRegression.html#sklearn.linear_model.LogisticRegression

This is a breaking change from 0.19.x which set it to 1. The joblib library accounts for this already in a recent bug fix but we don't in our custom backend. Here's the fix.

[jacksonllee]

The fix looks good.

• Are there already tests running through this method? If so we might want to add this test case.
• We need an entry in the change log.

[mheilman]

For posterity, I think this is the analogous part of joblib that checks for None for the multiprocessing backend.

[salilgupta1]

Are there already tests running through this method? If so we might want to add this test case.

I didn't find any tests for this function.