multiprocessing.Pool has a handy initializer parameter to pass a callable for setting up per-process resources (database connections, loggers, etc) but joblib doesn't expose a way to pass this.

I see in 0.10 I can pass a custom multiprocessing context, which I hope I can use to achieve this, but per-process setup is likely something that many users will likely need, so would be good if there was an easier way.

(I'd suggest an initializer parameter to Parallel that's picked up by MultiprocessingBackend)