[MNT] Improve multithreading testing

[MatthewMiddlehurst]

Adds tests for multithreading and n_jobs the test which runs multithreaded estimators is not enabled anywhere currently. Adds tags and changes defaults in a bunch of estimators.

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I have added the following labels to this PR based on the title: [ $\color{#EC843A}{\textsf{maintenance}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#2C2F20}{\textsf{testing}}$ ], however some package labels are already present.

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• Run mypy typecheck tests
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[SebastianSchmidl]

I have not checked if you got all the estimators to set their tag "capability:multithreading", otherwise looks good 👍🏼

[SebastianSchmidl]

Maybe we can add an option to the aeon actions bot to run these tests on a PR?

[MatthewMiddlehurst]

That is the plan eventually. Yeah, this would fail on more than just the anomaly detectors currently, but similar to the type checking stuff It is more about making the framework available for when someone is a bit more motivated to tackle multithreading.

The main stuff I wanted to make sure is tested right now are the parameters and tags so we don't have to do a massive refactor down the line if anyone does ever take it on 🙂. Getting rid of that one commented out test is also a nice bonus.

[SebastianSchmidl]

Yes, not of high priority, and this already improves consistency considerably! 👍🏼

I'd like to see some way to track the progress and open issues for this topic. I did not locate an issue tracking the work for improving the multithreading. Maybe, you could create an issue and add the already identified issues there?

This also seems related: #1886

[MatthewMiddlehurst]

Yep no problem I can create an issue for this.

#1886 is more surrounding these lines IMO (https://github.com/aeon-toolkit/aeon/blob/main/aeon/base/_base_collection.py#L92) which is definitely related but good as its own issue