Feature: FeatureUnion _fit_transform_data_container should be reimplemented

[vincent-antaki]

Is your feature request related to a problem? Please describe. With the current implementation, the _fit_transform_data_container function calls _fit_data_container() and then _transform_data_container(). With the right parameter, each of them can execute its handle_fit/handle_transform call in a parallel fashion.

Describe the solution you'd like We should have an implementation of _fit_transform which calls handle_fit_transform and can execute it parallelly.

[stale[bot]]

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs in the next 180 days. Thank you for your contributions.