Add AutoEncoder as a Feature Selection Method

[superichmann]

Is your feature request related to a problem? Please describe.
No.
Currently the only practical option for feature selection in ML.net is MI. maybe PFI (post fit post transform) and maybe PCA (dimensionality reduction).

Describe the solution you'd like
My online research shows that autoencoders for feature selection can be highly accurate and add another layer to the feature selection catalog.

Describe alternatives you've considered
Using already implemented feature importance methods.

Additional context
Research:
https://hex.tech/blog/autoencoders-for-feature-selection/
https://deepai.org/publication/autoencoder-feature-selector
Relates to issues:
4254
5777

Note: Perhaps utilizing autoencoders is actually possible in ml.net with importing external models or something like that, if it does I would love a to see how :) Thanks for everything guys!