[FEA] featurize/umap should allow specifying which columns to multilabel

[lmeyerov]

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Is your feature request related to a problem? Please describe.

Right now multilabel is default-off and only works when there is only 1 column, and it is lists of lists

Describe the solution you'd like

It should really be either auto-detect of all columns or explicit opt-in to specific columns

Describe alternatives you've considered

g.featurize(y=['dirty_categorical'], multilabel=[ 'list_of_list_col' ])

Additional context

• common in recommendations
• common in community detection
• ...