I did some further testing and could reproduce the error on several 
machines including a fresh install of debian squeeze using python 2.6.6. 
However the problem only occurs with the last stable release 0.10, with 
the .11-git version it works fine.

Please let me know if there is anything I can do to tackle this issue.
  Matthias

>
> This is strange I cannot reproduce this on my ubuntu 11.10 box with python 
> 2.7:
>
> $ python sklearn_error.py
> /home/ogrisel/coding/scikit-learn/sklearn/cross_val.py:2: UserWarning:
> sklearn.cross_val namespace is deprecated in version 0.9 and will be
> removed in version 0.11. Please use sklearn.cross_validation instead.
>    warnings.warn('sklearn.cross_val namespace is deprecated in version 0.9'
> [Parallel(n_jobs=4)]: Done   1 out of  30 | elapsed:    0.0s remaining:    
> 0.5s
> [Parallel(n_jobs=4)]: Done  50 out of  50 | elapsed:    0.2s finished
> [Parallel(n_jobs=4)]: Done   1 out of  33 | elapsed:    0.1s remaining:    
> 1.9s
> [Parallel(n_jobs=4)]: Done 200 out of 200 | elapsed:    1.0s finished
>
>
> Maybe this is caused by a fork / GIL deadlock issue? I don't think we
> use threads in scikit-learn nor in libsvm though,
>
>    http://bugs.python.org/issue6721
>

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