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Compose transformers and classical models #958

@lars-reimann

Description

@lars-reimann

Is your feature request related to a problem?

It would be nice to be able to compose transformers and a classical model, so they can be fitted in one step.

Desired solution

Add classes TransformingClassifier and TransformingRegressor that inherit from Classifier and Regressor respectively.

Possible alternatives (optional)

Consider other names for the classes.

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