No, there is an issue with running sample with multiple cores on windows.
The problem is that windows tries to spawn new processes because it cannot fork them. Sometimes these processes raise an exception while spawning. At that stage (before they have been fully initiated) they are not able to communicate the exception to the main process, and just flush it to their stderr. On a jupyter notebook, the spawn’s stderr is the stderr of the terminal running the notebook. This means that sometimes the main process, running the notebook just seems to freeze and does not raise anything. This thread talks more about the issue.