Add sklearn integration

[y0z]

Motivation

• Progress https://github.com/optuna/optuna/issues/4484

Description of the changes

• Add optuna/integration/sklearn.py and its test from optuna/optuna to optuna-integration for isolation of the sklearn integration.
• Resolve https://github.com/optuna/optuna/issues/5206

In this PR, I apply some changes required to migrate the sklearn integration as follows.

• Introduce the lazy import of modules the same way as optuna.integration.
  • This allows us to lazily import optuna_integration.OptunaSearchCV and other modules.
• Make API references correctly generated from optuna_integration, not optuna.integration (the current reference generation has an inappropriate cycle dependency, i.e., the documents for optuna_integraiton are generated from the implementations in optuna.integration).
  • I also replaced the references :func: and :class: for components in optuna.integration modules to hyperlinks because references to components of another repository do not work.

[codecov[bot]]

Codecov Report

Attention: 30 lines in your changes are missing coverage. Please review.

Comparison is base (f6f7ade) 35.95% compared to head (29e74be) 54.12%.

Files	Patch %	Lines
optuna_integration/__init__.py	61.22%	19 Missing :warning:
optuna_integration/sklearn.py	96.93%	11 Missing :warning:

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #66 +/- ## =========================================== + Coverage 35.95% 54.12% +18.17% =========================================== Files 21 23 +2 Lines 865 1273 +408 =========================================== + Hits 311 689 +378 - Misses 554 584 +30 ```

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