[DOC] format docstrings in feature_selection.py correctly

[oleeviyababu]

The bullet point for the " feature-importance" is not properly rendered. I have added blank line before and after the bullet point list.

Reference Issues/PRs

Fixes #5993

What does this implement/fix? Explain your changes.

The bullet point for the " feature-importance" in feature_selection.py is not properly rendered. I have added blank line before and after the bullet point list.

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

No

What should a reviewer concentrate their feedback on?

Did you add any tests for the change?

Any other comments?

No

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[fkiraly]

FYI, your changes fail the code formatting checks, due to trailing whitespaces.

Here's a guide on how to set up automatic code formatting locally for you:
https://www.sktime.net/en/stable/developer_guide/coding_standards.html

[yarnabrina]

I didn't notice, not really readable from UI. Withdrawing approval, but this should be very simple to fix.