Support Multiple Threads on ML Related DB Access

**Is your feature request related to a problem? Please describe.**
According to my tests, when trying to Execute multiple `RegressionExperiments` in parallel where data is loaded through `DatabaseSource`, some bottleneck occurs on the DB access layer, probably due to a single instance of the DB access layer (even when creating a separate `DatabaseSource` for each experiment).

This prevents accessing the full throttle of the cpu and the database.

My tests were:
1. Reviewing DB logs: when running experiments, the DB access occurs sequentially and not at the same time.
2. Running from separate EXE: when running each experiment from a separate process, suddenly the DB gets much more queries at the same time. all experiments end faster.

Still I might miss something so correct me if I am wrong.

**Describe the solution you'd like**
Allow instantiation of multiple DB connections to allow running experiments in parallel.

**Describe alternatives you've considered**

- Tried to load the idataview with the entire db data and then dropcolumns or filter but that took very long time (loading from db)

**Additional context**
Windows machine, both database and ml are on the same machine.