Does the GaussianProcessRegressor class in scikit-learn do the operations in a parallelized manner?

Question

I do not notice any performance improvements when using GaussianProcessRegressor on a machine which has 8 cores (16 threads) available or a machine which has 4 cores (8 threads). So I wonder, is the GaussianProcessRegressor class in sklearn.gaussian_process able to take the advantage of multiple processors/cores/threads?

Answer 1

The answer is the GaussianProcessRegressor does not use any sort of parallelization, based on the answer of one of the developers of scikit-learn.