diff --git a/miplearn/benchmark.py b/miplearn/benchmark.py
index da59a69..9ba6995 100644
--- a/miplearn/benchmark.py
+++ b/miplearn/benchmark.py
@@ -8,6 +8,7 @@ from typing import Dict, List
 
 import pandas as pd
 
+from miplearn.components.component import Component
 from miplearn.instance.base import Instance
 from miplearn.solvers.learning import LearningSolver
 
@@ -106,10 +107,17 @@ class BenchmarkRunner:
         ----------
         instances:  List[Instance]
             List of training instances.
+        n_jobs: int
+            Number of parallel processes to use.
         """
-        for (solver_name, solver) in self.solvers.items():
-            logger.debug(f"Fitting {solver_name}...")
-            solver.fit(instances, n_jobs=n_jobs)
+        components: List[Component] = []
+        for solver in self.solvers.values():
+            components += solver.components.values()
+        Component.fit_multiple(
+            components,
+            instances,
+            n_jobs=n_jobs,
+        )
 
     def _silence_miplearn_logger(self) -> None:
         miplearn_logger = logging.getLogger("miplearn")
diff --git a/miplearn/components/component.py b/miplearn/components/component.py
index 75e9017..c02628a 100644
--- a/miplearn/components/component.py
+++ b/miplearn/components/component.py
@@ -183,18 +183,19 @@ class Component:
 
     @staticmethod
     def fit_multiple(
-        components: Dict[str, "Component"],
+        components: List["Component"],
         instances: List[Instance],
         n_jobs: int = 1,
     ) -> None:
+        # Part I: Pre-fit
         def _pre_sample_xy(instance: Instance) -> Dict:
             pre_instance: Dict = {}
-            for (cname, comp) in components.items():
-                pre_instance[cname] = []
+            for (cidx, comp) in enumerate(components):
+                pre_instance[cidx] = []
             instance.load()
             for sample in instance.samples:
-                for (cname, comp) in components.items():
-                    pre_instance[cname].append(comp.pre_sample_xy(instance, sample))
+                for (cidx, comp) in enumerate(components):
+                    pre_instance[cidx].append(comp.pre_sample_xy(instance, sample))
             instance.free()
             return pre_instance
 
@@ -203,25 +204,25 @@ class Component:
         else:
             pre = p_umap(_pre_sample_xy, instances, num_cpus=n_jobs)
         pre_combined: Dict = {}
-        for (cname, comp) in components.items():
-            pre_combined[cname] = []
+        for (cidx, comp) in enumerate(components):
+            pre_combined[cidx] = []
             for p in pre:
-                pre_combined[cname].extend(p[cname])
-
-        for (cname, comp) in components.items():
-            comp.pre_fit(pre_combined[cname])
+                pre_combined[cidx].extend(p[cidx])
+        for (cidx, comp) in enumerate(components):
+            comp.pre_fit(pre_combined[cidx])
 
+        # Part II: Fit
         def _sample_xy(instance: Instance) -> Tuple[Dict, Dict]:
             x_instance: Dict = {}
             y_instance: Dict = {}
-            for (cname, comp) in components.items():
-                x_instance[cname] = {}
-                y_instance[cname] = {}
+            for (cidx, comp) in enumerate(components):
+                x_instance[cidx] = {}
+                y_instance[cidx] = {}
             instance.load()
             for sample in instance.samples:
-                for (cname, comp) in components.items():
-                    x = x_instance[cname]
-                    y = y_instance[cname]
+                for (cidx, comp) in enumerate(components):
+                    x = x_instance[cidx]
+                    y = y_instance[cidx]
                     x_sample, y_sample = comp.sample_xy(instance, sample)
                     for cat in x_sample.keys():
                         if cat not in x:
@@ -236,17 +237,16 @@ class Component:
             xy = [_sample_xy(instance) for instance in instances]
         else:
             xy = p_umap(_sample_xy, instances)
-
-        for (cname, comp) in components.items():
+        for (cidx, comp) in enumerate(components):
             x_comp: Dict = {}
             y_comp: Dict = {}
             for (x, y) in xy:
-                for cat in x[cname].keys():
+                for cat in x[cidx].keys():
                     if cat not in x_comp:
                         x_comp[cat] = []
                         y_comp[cat] = []
-                    x_comp[cat].extend(x[cname][cat])
-                    y_comp[cat].extend(y[cname][cat])
+                    x_comp[cat].extend(x[cidx][cat])
+                    y_comp[cat].extend(y[cidx][cat])
             for cat in x_comp.keys():
                 x_comp[cat] = np.array(x_comp[cat], dtype=np.float32)
                 y_comp[cat] = np.array(y_comp[cat])
diff --git a/miplearn/solvers/learning.py b/miplearn/solvers/learning.py
index 0f0926c..5f8183a 100644
--- a/miplearn/solvers/learning.py
+++ b/miplearn/solvers/learning.py
@@ -413,7 +413,7 @@ class LearningSolver:
             logger.warning("Empty list of training instances provided. Skipping.")
             return
         Component.fit_multiple(
-            self.components,
+            list(self.components.values()),
             training_instances,
             n_jobs=n_jobs,
         )
diff --git a/tests/solvers/test_learning_solver.py b/tests/solvers/test_learning_solver.py
index 85b33a8..8c51a17 100644
--- a/tests/solvers/test_learning_solver.py
+++ b/tests/solvers/test_learning_solver.py
@@ -58,7 +58,7 @@ def test_learning_solver(
             assert after_lp.lp_solve.lp_log is not None
             assert len(after_lp.lp_solve.lp_log) > 100
 
-            solver.fit([instance])
+            solver.fit([instance], n_jobs=4)
             solver.solve(instance)
 
             # Assert solver is picklable
diff --git a/tests/test_benchmark.py b/tests/test_benchmark.py
index 1183aa4..ad72bf4 100644
--- a/tests/test_benchmark.py
+++ b/tests/test_benchmark.py
@@ -28,7 +28,7 @@ def test_benchmark() -> None:
             "Strategy B": LearningSolver(),
         }
         benchmark = BenchmarkRunner(test_solvers)
-        benchmark.fit(train_instances)  # type: ignore
+        benchmark.fit(train_instances, n_jobs=n_jobs)  # type: ignore
         benchmark.parallel_solve(
             test_instances,  # type: ignore
             n_jobs=n_jobs,