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Document and provide test support for Intel® Extension for Scikit-learn (#1171) #1184

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@eddiebergman

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@eddiebergman

Intel® Extension for Scikit-learn as suggested in issue (#1171) seems to improve performance with no direct downside from a purely functional point of view. However it was decided not to include this dependency into the core library.

In the long-term, it is planned to support the users ability to simply include the following lines and for them to experience any benefits that come about:

from sklearnex import patch_sklearn
patch_sklearn()

For this, clear documentation on enabling this external feature and as well as provide unit-tests for this would be good.
Further, regression tests to monitor performance would enable us to reconsider any other possibilities in the future.

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