Add SaveNNMixin for fixing saving/loading of NNs

[Mr-Geekman]

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Proposed Changes

Look at #1011.

Closing issues

Closes #1011.

[codecov-commenter]

Codecov Report

❗ No coverage uploaded for pull request base (inference-v2@75c4623). Click here to learn what that means.
The diff coverage is n/a.

@@               Coverage Diff               @@
##             inference-v2    #1012   +/-   ##
===============================================
  Coverage                ?   85.91%           
===============================================
  Files                   ?      163           
  Lines                   ?     8700           
  Branches                ?        0           
===============================================
  Hits                    ?     7475           
  Misses                  ?     1225           
  Partials                ?        0           

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

[github-actions]

🚀 Deployed on https://deploy-preview-1012--etna-docs.netlify.app

[martins0n]

Why do we change loss?

[Mr-Geekman]

I probably made a mistake. As you can see, this loss is only imported in the previous test and wasn't imported in the whole test file. There are two ways to fix it:

• Import MAEPF in this test too.
• Use default loss.

I choose the second option.