Parallel calculation support in groupwise cross validation #825

Job	Run time
format	7m 52s
bazel	17m 59s
osx-clang	5m 30s
clang-tidy	37s
ubuntu-build-documentation	1m 17s
ubuntu-clang14	20m 50s
ubuntu-clang14-sanitizers (address-undefined-leak, ./ci/run_address_sanitizer_tests.sh)	33m 4s
ubuntu-gcc11	20m 8s
ubuntu-clang14-sanitizers (thread, ./ci/run_thread_sanitizer_tests.sh)	1h 2m 58s
	2h 50m 15s

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