Allow for Transformers on y #4143
Description
Following up on #3113 and #3112, what about arbitrary transforms to the y values? Those issues dealt primarily with "label transforms" but I would like to use transformers to mean or range center the y values as well.
Ideally I would have some transform that can be applied to the y values before fitting and then applied in the inverse to the predicted y values coming out of predict.
Ideally this Transformer could be added to a pipeline.
Currently the signature for transform for StandardScaler allows for transforming y but as pointed out in the linked issues, not all transform methods have a signature allowing for a y to be passed in.
Further even for StandardScaler there is an inconsistency with the inverse_transform NOT taking y.