Variable importance - optional metrics

[JanBenisek]

We compute variable importance by calculating Pearson's correlation between scores and target encoded variables:

https://github.com/PythonPredictions/cobra/blob/0133435194ac63f771e6d165c23ea34233dd0a94/cobra/model_building/models.py#L144-L150

It'd be nice to choose different correlation (like Kendall)? Pearson assumes normality, but doesn't always hold for the variables considered.

https://datascience.stackexchange.com/questions/64260/pearson-vs-spearman-vs-kendall