Select available columns in Select Columns Transformer

[jeremyliweishih]

Fixes #2904, #2903.

The main issue was that because of cross validation, different columns would be created by the OHE but our feature selector (turned into a column selector) expects certain columns that doesn't exist. This PR fixes this by only selecting available columns. I will file a further issue to look into training FS on the entire feature set.

[codecov]

Codecov Report

Merging #2944 (cc7cb51) into main (8a0c4ea) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #2944     +/-   ##
=======================================
+ Coverage   99.7%   99.7%   +0.1%     
=======================================
  Files        302     302             
  Lines      28842   28850      +8     
=======================================
+ Hits       28751   28759      +8     
  Misses        91      91             

Impacted Files	Coverage Δ
...elines/components/transformers/column_selectors.py	100.0% <100.0%> (ø)
...mponent_tests/test_column_selector_transformers.py	100.0% <100.0%> (ø)

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[angela97lin]

Looks good! Left some nit-picky comments that would be good to address before merging but nothing major.

[freddyaboulton]

Looks good to me @jeremyliweishih !