[MNT] managing the dependencies

[fkiraly]

Looking at pyproject, it is great how there are very few dependencies!

Though, I think it is not entirely perfect. For intsance, GFO implies sklearn, so sklearn always gets installed, not just when the integrations dep set is added.

I would suggest to move to a dependency isolation setup, where GFO also also gets isolated as a softdep, that way we can also avoid sklearn.

This would be easily possible with #93, if the skbase based design is adopted, and dependencies are tracked and isolated within the optimizers.