Feature Request: Integrate with MLJ

[schlichtanders]

Hello,

I asked this already at MLJ, and rightly I was referred to asking MixedModels.jl whether there is interest auf writing an interface. See https://github.com/alan-turing-institute/MLJ.jl/issues/1097

It would be great if MixedModels.jl could also be used via MLJ.

[dmbates]

I can take at look at this unless @palday feels that he is better positioned to do so. I haven't used MLJ.jl but it is about time that I learned how.

[palday]

I won't have time to work on this in the immediate future, so @dmbates I would be happy if you could do it. My only recommendation is that we add this support as a package extension so that non-MLJ users don't pay a dependency penalty.