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[FEA] Add TransformedTargetRegressor to cuML #6324

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@esnvidia

Description

@esnvidia

Is your feature request related to a problem? Please describe.
A clear and concise description of what the problem is. Ex. I wish I could use cuML to do [...]

cuML is missing this API from sklearn:
https://scikit-learn.org/stable/modules/generated/sklearn.compose.TransformedTargetRegressor.html#sklearn.compose.TransformedTargetRegressor

Describe the solution you'd like

from cuml.compose import TransformedTargetRegressor

Describe alternatives you've considered
Doing it manually

Additional context
Add any other context, code examples, or references to existing implementations about the feature request here.
See here why transforming the target is important: https://scikit-learn.org/stable/auto_examples/compose/plot_transformed_target.html#sphx-glr-auto-examples-compose-plot-transformed-target-py

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