[TO_REVIEW] Fix batch issue when generating features + add sample_weight in deep models

[YanisLalou]

Before when doing a model.predict_features(X) we were passing all the input in a single batch. This created CUDA out of memory issues when working with big datasets. Thus here I tried to mimic the behaviour of skorch models to use batching.

Might not be the best way to fix that issue though, would love your opinion @tgnassou