Add refit parameter into backtest

[Mr-Geekman]

🚀 Feature Request

After adding possibility to forecast on future with gap, we can modify our backtest to work with this feature.

Proposal

Add parameter refit into BasePipeline.backtest.

Possible values:

• True (default)
  • fit on every fold
  • all folds should be processed in parallel (like now)
• False
  • fit only on the earliest fold
  • first fold is processed separately and pipeline is fit
  • consecutive folds should be processed in parallel
• value: int
  • refit pipeline every value folds starting from the earliest
  • in every group of folds that uses the same pipeline we should work like with refit=False

How to make this change:

• Extract logic of parallel run of folds from BasePipeline.backtest into a separate method
• Modify BasePipeline._run_fold to return fitted pipeline and accept fitted pipeline
• Implement logic with fitting folds and making predictions
  • We can interpret refit=True as refit: int = 1, because we consider each fold to be in the separate group
  • We can interpret refit=False as refit: int = n_folds, because we consider all folds to be in the same group

To discuss: what to do with FoldMask?

Test cases

• Fix tests for changed methods
• Check that n_jobs doesn't influence the results with different refit
• Check that pipeline is working with models and transforms that supports inference mode
• Check that pipeline doesn't work with models and transforms that doesn't support inference mode

Additional context

No response

[Mr-Geekman]

Closed by #1159.