Fix exception causes in parallel.py

[cool-RR]

I recently went over Matplotlib, Pandas and NumPy, fixing a small mistake in the way that Python 3's exception chaining is used. If you're interested, I can do it here too. I've done it on just one file right now.

The mistake is this: In some parts of the code, an exception is being caught and replaced with a more user-friendly error. In these cases the syntax raise new_error from old_error needs to be used.

Python 3's exception chaining means it shows not only the traceback of the current exception, but that of the original exception (and possibly more.) This is regardless of raise from. The usage of raise from tells Python to put a more accurate message between the tracebacks. Instead of this:

During handling of the above exception, another exception occurred:

You'll get this:

The above exception was the direct cause of the following exception:

The first is inaccurate, because it signifies a bug in the exception-handling code itself, which is a separate situation than wrapping an exception.

Let me know what you think!

[codecov]

Codecov Report

Merging #1067 into master will decrease coverage by 0.02%.
The diff coverage is 33.33%.

@@            Coverage Diff             @@
##           master    #1067      +/-   ##
==========================================
- Coverage   94.23%   94.20%   -0.03%     
==========================================
  Files          47       47              
  Lines        6849     6849              
==========================================
- Hits         6454     6452       -2     
- Misses        395      397       +2     

Impacted Files	Coverage Δ
joblib/parallel.py	96.45% <33.33%> (+0.27%)	⬆️
joblib/test/test_parallel.py	95.59% <0.00%> (-1.43%)	⬇️
joblib/_parallel_backends.py	94.92% <0.00%> (+0.39%)	⬆️
joblib/test/test_numpy_pickle.py	93.36% <0.00%> (+0.66%)	⬆️
joblib/compressor.py	89.14% <0.00%> (+0.98%)	⬆️
joblib/_multiprocessing_helpers.py	80.00% <0.00%> (+4.00%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update dfc11fe...be72d5d. Read the comment docs.

[ogrisel]

This is great. Thanks very much. Don't hesitate to open other similar PRs if you see other similar issues.