Support Polars input in sklearn estimators

[folmos-at-orange]

Description

Support polars data frames input for scikit-learn estimators. These are more efficient dataframes which are already well known (scikit-learn supports them).

Questions/Ideas

• Relevant: https://data-apis.org/dataframe-protocol/latest/index.html
  • Maybe supporting this protocol solves this and other formats (ex PyArrow)

[popescu-v]

The goal is to keep compatibility with sklearn, at least in terms of inputs.