MLP Support

[napetrov]

Discussed in #920

^{Originally posted by tunguz December 15, 2021}
Hi, I am really impressed with this project. I was just wondering if there are any plans to offer MLP support. I understand that NNs are usually relegated to the NN-specific frameworks (PyTorch, TF/Keras, etc.) but IMHO having an easy and accessible NN also within the skelarn library would be very handy. I have used it for several problems, and it usually gives pretty good results. It is especially useful for ensembling with other skelarn models.