[BUG] Constructor of any DL estimator to pass non-default values to underlying Network object

[achieveordie]

Reference Issues/PRs

Fixes #4067

What does this implement/fix? Explain your changes.

• Manually correct behaviour for all current estimators by passing all values from estimator object to network object during estimator initialization.
• Add a test to ensure this works properly.

Does your contribution introduce a new dependency? If yes, which one?

No

What should a reviewer concentrate their feedback on?

We need to discuss if there is another way that is superior to the current solution.

Any other comments?

PR checklist

For all contributions

• I've added myself to the list of contributors.
• Optionally, I've updated sktime's CODEOWNERS to receive notifications about future changes to these files.
• I've added unit tests and made sure they pass locally.
• The PR title starts with either [ENH], [MNT], [DOC], or [BUG] indicating whether the PR topic is related to enhancement, maintenance, documentation, or bug.

For new estimators

• I've added the estimator to the online documentation.
• I've updated the existing example notebooks or provided a new one to showcase how my estimator works.

[fkiraly]

looks reasonable and like a good fix, but is still a draft - is this ready to be merged?

[achieveordie]

I've added a test to ensure it doesn't fail in the future. Should be ready to be merged now.

[fkiraly]

seems to have crashed while downloading prophet? I've restarted the failed CI now, I think it's queued.

[fkiraly]

failed again with timeout while downloading prophet from pypi? What is going on there?

[achieveordie]

I guess something was down temporarily, I saw the failures on other checks as well. I wonder why docs are not being built, any idea?

[fkiraly]

Straightforward fix for a hard-to-detect and quite consequential bug.

Seems like all params are now passed on. We can deal with the general design problem later.