Implement HistGradientBoostingRegressor

[deadsoul44]

I would be nice to speed up the training of this, since it is widely used.

https://scikit-learn.org/stable/modules/generated/sklearn.ensemble.HistGradientBoostingRegressor.html?highlight=histgr#sklearn.ensemble.HistGradientBoostingRegressor

[Alexsandruss]

Acceleration of sklearn.ensemble.HistGradientBoosting is not in nearest plans. Existing workloads and code samples show that Gradient Boostings from XGBoost/LightGBM/CatBoost are more popular than scikit-learn's one and we contributed in their performance directly or providing accelerated inference (model builders). However, some kernels inside HistGradientBoosting might be accelerated in future directly or indirectly through acceleration of some common sklearn functions.