title: where to put freeze_support() in a Python script?
body: <p>I am confused about using <code>freeze_support()</code> for <code>multiprocessing</code> and I get a <code>Runtime Error</code> without it. I am only running a script, not defining a function or a module. Can I still use it? Or should the packages I'm importing be using it?</p>
  
  <p><a href="https://docs.python.org/2/library/multiprocessing.html#miscellaneous" rel="noreferrer">Here</a> is the documentation.</p>
  
  <p>Note that the specific issue is about <code>scikit-learn</code> calling <code>GridSearchCV</code> which tries to spawn processes in parallel. I am not sure if my script needs to be frozen for this, or the some code that's called (from the Anaconda distro). If details are relevant to this question, please head over to the more specific <a href="https://stackoverflow.com/q/24363300/938408">question</a>.</p>