title: PermissionError: [WinError 32] for GridSearchCV in spyder
body: <pre><code>param_test1 = {'n_estimators':range(20,81,10)}
  gsearch1 = GridSearchCV(estimator = GradientBoostingClassifier(learning_rate=0.1, 
                                                                 min_samples_split=500,
                                                                 min_samples_leaf=50,
                                                                 max_depth=8,
                                                                 max_features='sqrt',
                                                                 subsample=0.8,
                                                                 random_state=10), 
                                                    param_grid = param_test1, 
                                                                 scoring='roc_auc',
                                                                 n_jobs=4,
                                                                 iid=False, 
                                                                 cv=5)
  
  
  gsearch1.fit(train[predictors],train[target]) #getting error on this line
  </code></pre>
  
  <blockquote>
    <p>Error:PermissionError: [WinError 32] The process cannot access the
    file because it is being used by another process:
    'C:\Users\xx\AppData\Local\Temp\joblib_memmapping_folder_xx\xx-xx-xx.pkl'</p>
  </blockquote>
  
  <p><code>
  Windows 10
  Python 3.6.4
  sklearn.__version__
  Out[26]: '0.20.2'
  </code></p>
  
  <p>Please let me know how to fix this error.</p>