text: Title: [QUESTION] How can I set num_workers in the underlying torch module?
  Body: When running the `score` function from a `ForecastingAnomalyModel` I am getting this warning:
  
  ```
  [python3.10/site-packages/pytorch_lightning/trainer/connectors/data_connector.py:425): The 'predict_dataloader' does not have many workers which may be a bottleneck. Consider increasing the value of the `num_workers` argument` to `num_workers=15` in the `DataLoader` to improve performance.
  ``` 
  
  It seems linked to be linked to PyTorch Lightning, is there any way I can pass the `num_workers` argument?
  