Add an optuna example

[BenjaminBossan]

It would be nice to add an example of using optuna with skorch. The main reason is that GridSearchCV and RandomizedSearchCV can be much too slow for certain neural networks. Optuna has the potential to be much faster.

This example could be a starting point. As to how, possibilities are a Python script, a Jupyter notebook, or an extension of the docs. Maybe even some of those, like adding a code example and a new chapter in the docs about hyper parameter search.