[MRG+1] DOC Mention MKL multithreading in FAQ
@@ -280,6 +280,25 @@ program: Insert the following instructions in your main script::
You can find more default on the new start methods in the `multiprocessing
documentation <https://docs.python.org/3/library/multiprocessing.html#contexts-and-start-methods>`_.
+Why does my job use more cores than specified with n_jobs under OSX or Linux?
+-----------------------------------------------------------------------------
+
+This happens when vectorized numpy operations are handled by libraries such
+as MKL or OpenBLAS.
+
+While scikit-learn adheres to the limit set by ``n_jobs``,
+numpy operations vectorized using MKL (or OpenBLAS) will make use of multiple
+threads within each scikit-learn job (thread or process).
+
+The number of threads used by the BLAS library can be set via an environment
+variable. For example, to set the maximum number of threads to some integer
+value ``N``, the following environment variables should be set:
+
+* For MKL: ``export MKL_NUM_THREADS=N``
+
+* For OpenBLAS: ``export OPENBLAS_NUM_THREADS=N``
+
+
Why is there no support for deep or reinforcement learning / Will there be support for deep or reinforcement learning in scikit-learn?
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