Describe the workflow you want to enable

I would like to define multiple pipelines and compare them against each other on multiple datasets.

Describe your proposed solution

A single helper function that executes this benchmark fully in parallel. This would allow

Describe alternatives you've considered, if relevant

There is anMLR3 function that inspired this issue.

Additional context

Reasoning: I'm currently co-teaching a course where students can do the exercises in R using MLR3 or Python using scikit-learn. Doing the exercises in R appears to be less repetitive overall, as for example, there is a simple function for benchmarking. Also, it would require less time to actually wait for the results to finish as one could make more use of parallelism.