Survival filters of MLR to be available in MLR3 about mlr3filters HOT 5 OPEN

@bblodfon https://pubmed.ncbi.nlm.nih.gov/34498681/

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@RaphaelS1 is this something you would be interested in contributing?

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Hey, yes it is and I've read a good paper that introduces a lot of these. However I don't have time at the moment (all my mlr time is book focused)

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@RaphaelS1 Do you perhaps remember the paper you mention above?

From the mlr list I see only the mRMRe that remains (all the rest are importance-based filters so they are covered).

I also found compound.Cox which may be interesting to include.

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Most of the fs methods in that paper weren't for survival initially (some code). From strictly survival fs methods, the carsurvscore was implemented here, I implemented univariate_cox (another standard one), so I think we are very well covered

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