add MRMR feature selector

[solegalli]

closes #495

[codecov]

Codecov Report

Attention: Patch coverage is 99.22481% with 1 line in your changes missing coverage. Please review.

Project coverage is 98.02%. Comparing base (3dcc864) to head (c2042e8).
Report is 3 commits behind head on main.

Files with missing lines	Patch %	Lines
feature_engine/selection/mrmr.py	99.21%	0 Missing and 1 partial ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #817      +/-   ##
==========================================
+ Coverage   97.99%   98.02%   +0.03%     
==========================================
  Files         108      109       +1     
  Lines        4335     4464     +129     
  Branches      857      727     -130     
==========================================
+ Hits         4248     4376     +128     
  Misses         54       54              
- Partials       33       34       +1     

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[solegalli]

Hey @MetroCat69 I made a start with this class, but I didn't implement the logic correctly. I didn't realize that it needs to be iterative. Wondered if you would like to step in and fix the logic? that would be great help!