[BUG] RuntimeError An attempt has been made to start a new process before the current process has finished its bootstrapping phase about rl HOT 3 CLOSED

Hello! This is due to a lack of if __name__ == "__main__" at the beginning of the tutorial.
Unfortunately we can't have that decorator there because that would mess up sphinx's rendering.
Let me think of a generic solution as I agree that it isn't great to as each user to edit the file before running it!

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So just an update on this
I still don't see how I can both make sphinx_gallery happy (since it doesn't want a if __name__ == "__main__" at the beginning of the file) and make the script runnable naively.
One ugly solution is to check at the start if we're running in sphinx and if not, make a terrible copy paste of the file content under the if block and call exec on that edited script, but that means that things like debugger etc won't work...

We could also edit all the scripts that use parallel stuff and make them runnable naively but that will add a lot of boilerplate that will make the flow much harder to follow...

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#1826 should have solved this!

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