Fix pytests

[solegalli]

Hi @gverbock

I isolated the fixes to the tests that are not passing and the reformatting of the recursive feature selectors into their own PR.

I short, I checked out the files that are relevant from #361 into a new branch: fix_pytest, made a few more code changes, and made this PR. The tests for the base recursive are finished and passing.

We should probably finish working on this PR first, merge to main, and then rebase main onto #361 to add the confirm_variables parameter here as well.

Created tests that should be performed on all transformers. Added those tests to the check_selectors test file.

TODO :

• Target Mean Selector tests not passing. Fix as part of Create TargetMeanPredictor class to enhance SelectByTargetMeanPerformance  #358
• RFE and RFA are not passing the check_estimator tests
• Most selectors won't work if the dataframe contains only 1 variable. We should probably raise an error or something if users pass a df with 1 variable.