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Enable checkpoints for parallel #1633

@dmpetrov

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@dmpetrov

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This is high priority issue!

Based on docs I see that Checkpoints are automatically disabled when Python threading or multiprocessing is detected to prevent race conditions.

This is a major limitations - parallel is usually enabled in real-life scenarios. And we actually should enable this by default. This means it does not work form many practical cases and its not even obvious - no warning, no errors.

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