Improve feature selection process

[zurk]

Context: #595 (comment)

Things we want to try:

• preselect features by hands
• add Feature selection to GridSearch
• feature agglomeration
• Give a try https://www.featuretools.com/
• Train feature selection only once per repo (pin selection for the next runs)

[m09]

For the last point I was more thinking about selecting over a set of training repos (for example by taking the top 500 most selected features over all the repos selections) but indeed it might also be good to try this version.