Weighted EVREG feature selection algorithm

[Top1Miami]

Pull Request Template

Description

Please include a summary of the change and which issue is fixed. Please also include relevant motivation and context. List any dependencies that are required for this change.

Fixes # (issue)

Type of change

Please delete options that are not relevant.

• [x] New method (set a link to paper then)
• [x] This change requires a documentation update

How Has This Been Tested?

Please describe the tests or set link to that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

Just a basic run unit test - test_weighted_evreg in univariate_filter_test.

Checklist:

• [x] My code follows the style guidelines of this project
• [x] I have performed a self-review of my own code
• [x] I have commented my code, particularly in hard-to-understand areas
• [x] I have made corresponding changes to the documentation
• [x] My changes generate no new warnings
• [x] I have added tests that prove my fix is effective or that my feature works
• [x] New and existing unit tests pass locally with my changes
• [x] Any dependent changes have been merged and published in downstream modules
• [x] I have checked my code and corrected any misspellings