title: python joblib Parallel on Windows not working even "if __name__ == '__main__':" is added
body: <p>I'm running parallel processing in Python on Windows. Here's my code:</p>
  
  <pre><code>from joblib import Parallel, delayed
  
  def f(x): 
      return sqrt(x)
  
  if __name__ == '__main__':
      a = Parallel(n_jobs=2)(delayed(f)(i) for i in range(10))
  </code></pre>
  
  <p>Here's the error message:</p>
  
  <pre><code>Process PoolWorker-2:  
  Process PoolWorker-1:  
  Traceback (most recent call last):    
  File "C:\Users\yoyo__000.BIGBLACK\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.5.4.3105.win-x86_64\lib\multiprocessing\process.py", line 258, in _bootstrap
  self.run()   
  File "C:\Users\yoyo__000.BIGBLACK\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.5.4.3105.win-x86_64\lib\multiprocessing\process.py", line 114, in run
  self._target(*self._args, **self._kwargs)   
  File "C:\Users\yoyo__000.BIGBLACK\AppData\Local\Enthought\Canopy\App\appdata\canopy-1.5.4.3105.win-x86_64\lib\multiprocessing\pool.py", line 102, in worker
  task = get()   
  File "C:\Users\yoyo__000.BIGBLACK\AppData\Local\Enthought\Canopy\User\lib\site-packages\joblib\pool.py", line 363, in get
  return recv()  
  AttributeError: 'module' object has no attribute 'f'
  </code></pre>