[ENH] should set_config and get_config be able to address deep configs?

[fkiraly]

here's a question: should there be a deep arg to get_config, like get_params? That way, we could avoid changes to _clone, as then we just need to add the deep arg in clone, once. It would be "cleaner" imo since it completely decouples the param logic from the config logic (coupling/cohesion improvement).

That is, should get_config, set_config of the top node object support getting/setting of component node configs - like get_params, set_params - or do you have to address the components directly.

I.e., compare

# how it would work right now
composite = Composite(comp1=Component1(), comp2=Component2().set_config(foo="bar"))
# vs how it could also work
composite = Composite(comp1=Component1(), comp2=Component2())
composite.set_config(comp2__foo="bar")

Both ways are already making the assumption that clone should keep configs across all nodes.

Originally posted by @fkiraly in #276 (comment), moved here for discussion.