[feature request] Support sklearn monotonic constraints

[qiwei-li]

https://scikit-learn.org/stable/auto_examples/ensemble/plot_monotonic_constraints.html

[pobonomo]

What we currently don't support is the HistGradientBoostingRegressor, but the monotic constraint is on the training and that is not an issue

As far as I can see if you would use XGBoost (from which this example is inspired), it should work.