features: Manually setting the validation set for multi-output task

[lizhuoq]

Why are these changes needed?

For original multi-output tasks where the eval_method is holdout, manual setting of the validation set was not possible. This commit introduces a new feature allowing manual setting of the validation set for multi-output tasks.

model = MultiOutputRegressor(
    AutoML(
        task="regression",
        time_budget=1,
        eval_method="holdout",
        multioutput_train_size=len(X_train)
    )
)
model.fit(
    pd.concat([X_train, X_val]),
    pd.concat([y_train, y_val])
)

Related issue number

Checks

• [x] I've included any doc changes needed for https://microsoft.github.io/FLAML/. See https://microsoft.github.io/FLAML/docs/Contribute#documentation to build and test documentation locally.
• [x] I've added tests (if relevant) corresponding to the changes introduced in this PR.
• [x] I've made sure all auto checks have passed.

[lizhuoq]

@microsoft-github-policy-service agree