Updates on components.rst

[tabergma]

Proposed changes:

• part of Update documentation on components and policies #5308
• add a collapsable container to hide "advanced" parameters by default
• update description of model parameters of DIETClassifier, etc.
• keep documentation more consistent

Status (please check what you already did):

• added some tests for the functionality
• updated the documentation
• updated the changelog (please check changelog for instructions)
• reformat files using black (please check Readme for instructions)

[tabergma]

I would recommend to checkout the branch and build the docs (e.g. make livedocs) otherwise it is hard to see how the toggle actual works.

[Ghostvv]

@tabergma I'd also add weight_sparsity for people to change

[tabergma]

@erohmensing @ArjaanBuijk Any feedback?

[erohmensing]

This looks great, thank you! My only major qualm is that right now, it's not obvious that there is something to expand, but maybe that's something with my livedocs setup