Not in parallel.
There is a long-standing (> 10y) issue with some parallel processing technologies where the don't return the logging results.
I've been talking to various people about how to deal with this but nothing yet. I'm hoping that Henrik Bengtsson can work it out with his future package.
One other issue specifically for your issue... we can't parallel process models using the keras engine using the cpu's (as we do almost everything else). If you request it, it won't do it (since it cannot).
I'm working on a torch package that has mlp models. Since that is all Cpp (not python), we will be able to parallelize over multiple cpu's.
I would suggest using tune_bayes() for your model.