Parallel get_task fails

#### Description
When I run parallel sub jobs in the cluster, the get_task fails by throwing an error file not found.

#### Steps/Code to Reproduce
Calling 
https://github.com/openml/openml-python/blob/779fb82caa062a44816993e6224bc8ce8ff7f595/openml/tasks/functions.py#L275

in parallel sub jobs.