Switch forward_selection to scikit-learn's built-in SequentialFeatureSelector

[ionicsolutions]

https://scikit-learn.org/stable/modules/generated/sklearn.feature_selection.SequentialFeatureSelector.html#sklearn.feature_selection.SequentialFeatureSelector

[ionicsolutions]

Blocked by scikit-learn/scikit-learn#25236

[ionicsolutions]

scikit-learn/scikit-learn#25236 has been resolved

See https://scikit-learn.org/dev/modules/generated/sklearn.feature_selection.SequentialFeatureSelector.html and https://scikit-learn.org/dev/metadata_routing.html#metadata-routing