Add BaseStep.config, BaseStep.get_config() and BaseStep.set_config()

[guillaume-chevalier]

The concept is the same as for the Hyperparameter Samples and the Hyperparameter Spaces. But a config shouldn't change what happens to the data, just how it is treated (e.g.: number of cores).

It's interesting to move some parameters to a config for when those parameters are system-related or misc. We don't want some of those parameters to alter the hashes (e.g.: n_jobs in FeatureUnion shouldn't change the outcome and should be modified to be such a config parameter).

[stale]

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs in the next 180 days. Thank you for your contributions.