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added in note that PredictionEngine is not thread safe
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src/Microsoft.ML.Data/Prediction/PredictionEngine.cs

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@@ -62,6 +62,8 @@ public void Reset()
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/// <remarks>
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/// This class can also be used with trained pipelines that do not end with a predictor: in this case, the
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/// 'prediction' will be just the outcome of all the transformations.
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///
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/// The PredictionEngine is NOT thread safe. Using it in a threaded environment can cause unexpected issues.
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/// </remarks>
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public sealed class PredictionEngine<TSrc, TDst> : PredictionEngineBase<TSrc, TDst>
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where TSrc : class

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