FEA Add Information Gain and Information Gain Ratio feature selection functions

[StefanieSenger]

Reference Issues/PRs

closes #6534

What does this implement/fix? Explain your changes.

This 2016 PR intended to add info_gain and info_gain_ratio functions for univariate feature selection. Here, I update and finish it up. For further information, please refer to the discussion on the old PR.

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[OmarManzoor]

Thanks for the PR @StefanieSenger . Would it make sense to add a test which compares the transformed X between the information gain and information gain ratio, since they should be generally the same?

[StefanieSenger]

I have added such a test @OmarManzoor, maybe it helps if one day someone works on the if ratio block in _info_gain(), which is infact the only few lines that differ between both functions.