title: How mlxtend StackingRegressor with multiple cpu?
body: <p>I would like to use mlxtend StackingRegressor to ensemble XGBoost,LGBM and Catboost  .But I am not sure how much cpu I will use in this method.</p>
  
  <p>For example:</p>
  
  <p>In XGboost:</p>
  
  <pre><code>import xgboost as xgb
  xgb_pars = {'nthread': -1}
  xgb1=XGBRegressor(**xgb_pars)
  </code></pre>
  
  <p>Then I know I will use up all cpu core in this algorithm</p>
  
  <p>But what if I try it with mlxtend StackingRegressor?</p>
  
  <p>I guess this method will use cpu that I arranged to each algorithm.</p>
  
  <p>Example:
  XGBoost:2 LGBM:2 CatBoost:2 Meta regressor:1</p>
  
  <p>So finally I am using 7 cores.</p>