[MNT] tsfresh multithreaded testing failures #3326
Description
Describe the issue
Occasionally tsfresh related estimators fail the multithreading test as the produce results different for n_jobs==1 and n_jobs>1. I am not sure whether we can fix this on our side if it is the transform, but needs investigation whether it is the transform or estimators (i.e. regression is the most likely IMO)
Suggest a potential alternative/fix
Test how often this happens. If it is the transform, open an issue or comment on thier repo.
Additional context
No response