Transformers and estimators preserve custom index

[freddyaboulton]

Pull Request Description

Fixes #1723

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After creating the pull request: in order to pass the release_notes_updated check you will need to update the "Future Release" section of docs/source/release_notes.rst to include this pull request by adding :pr:123.

[codecov]

Codecov Report

Merging #1836 (36980e2) into main (2e561c7) will decrease coverage by 0.2%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #1836     +/-   ##
=======================================
- Coverage   99.9%   99.8%   -0.1%     
=======================================
  Files        255     255             
  Lines      20608   20655     +47     
=======================================
+ Hits       20586   20607     +21     
- Misses        22      48     +26     

Impacted Files	Coverage Δ
...components/transformers/encoders/target_encoder.py	100.0% <ø> (ø)
evalml/tests/component_tests/test_components.py	99.2% <100.0%> (-0.8%)	⬇️
...valml/tests/component_tests/test_target_encoder.py	100.0% <100.0%> (ø)
evalml/tests/utils_tests/test_dependencies.py	87.5% <0.0%> (-12.5%)	⬇️
evalml/tests/component_tests/test_utils.py	98.3% <0.0%> (-1.7%)	⬇️
...ests/automl_tests/test_automl_search_regression.py	99.2% <0.0%> (-0.8%)	⬇️
...understanding_tests/test_permutation_importance.py	99.3% <0.0%> (-0.7%)	⬇️
evalml/utils/gen_utils.py	99.1% <0.0%> (-0.4%)	⬇️
evalml/tests/pipeline_tests/test_pipelines.py	99.6% <0.0%> (-0.4%)	⬇️
... and 3 more

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[angela97lin]

🥳

[angela97lin]

This looks great, nice and clean tests! 🥳

[jeremyliweishih]

LGTM

[chukarsten]

Love it.