Consider adding POLARS_MAX_THREADS to joblib._parallel_backends.MAX_NUM_THREADS_VARS

[ogrisel]

This would allow to protect against over-subscription when nesting polars multithreaded operations below joblib.Parallel calls when using the process-based loky backend.

See: pola-rs/polars#7922

Similarly to what we already do for OPENBLAS_NUM_THREADS, MKL_NUM_THREADS, OMP_NUM_THREADS and friends.

Note: in addition to adding the var to the list, the doc and tests need to be updated accordingly, see for instance:

https://github.com/search?q=repo%3Ajoblib%2Fjoblib+openblas_num_threads+openblas_num_threads&type=code

[lorentzenchr]

Currently, one can only set the number of threads for polars to use once at the start of polars (before import polars), see pola-rs/polars#6157.