update: update algorithm and preview

[yuejiaointel]

This PR updates the sklearnex doc with new features implemented in past year
PR completeness and readability

• I have reviewed my changes thoroughly before submitting this pull request.
• I have commented my code, particularly in hard-to-understand areas.
• I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
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Performance

• I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
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• I have extended benchmarking suite and provided corresponding scikit-learn_bench PR if new measurable functionality was introduced in this PR.

[codecov]

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[david-cortes-intel]

I think it's also missing some details about specifics of support - for example, for TSNE, it only works with n_components=2.

[david-cortes-intel]

This is not a scikit-learn estimator and the top of the doc mentions "the following sklearn estimators", so shouldn't be listed here. Docs about what it supports could be moved to its docstrings, or to a new section at the end of this doc.

Same for the other incremental algorithms.

[yuejiaointel]

Thx! Removed all incremental algos.

[david-cortes-intel]

Please add the limitations in what they support to their docstrings.

[david-cortes-intel]

Also appears to be missing some algorithms like ExtraTrees.

[yuejiaointel]

Also appears to be missing some algorithms like ExtraTrees.

Added! thx

[david-cortes-intel]

Not related to the aim of this PR, but I'm thinking it'd be nice to have the classes listed here offer clickable links to the sklearn docs. Since we have intersphinx with sklearn confgured on it, it could be done with something like this:

:obj:`sklearn.ensemble.ExtraTreesClassifier`

or

:obj:`ExtraTreesClassifier <sklearn.ensemble.ExtraTreesClassifier>`