Bugfix: fitting fails when weights are passed and filter_non_finite=True

[WilliamJamieson]

Description

When fitting, there is an option filter_non_finite which enables automatic filtering of non-finite values from the input data to a non-linear fitter. Currently, using this option (setting it as True) combined with passing fitting weights results in a ValueError when some items are filtered. This is because the weights passed have not being filtered, resulting in a shape mismatch.

This PR fixes this issue by also filtering the weights in the same way the input data is filtered. This is a follow-on fix for oversights in #13259

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[perrygreenfield]

LGTM