Add preliminary code for Weighted CP and CoDrug

[siddharthal]

Preliminary code for Weighted Conformal Prediction.

Main changes anticipated: Supported for Weighted Conformal Prediciton for both Classification and Regression.
Reference papers:

Conformal Prediction under Covariate shift: https://arxiv.org/abs/1904.06019
Locally Valid and Discriminative Prediction Intervals for Deep Learning Models: https://arxiv.org/abs/2106.00225
CoDrug: Conformal Drug Property Prediction and Density Estimation under Covariate Shift.

Current status of the PR:

• includes a base class for general Weighted CP.
• includes functionality for weighted CP using KDE, as suggested by CoDrug.
• Includes support for multi-class classification with an example

Anticipated changes:

• Add support for feature extraction from NN models
• Add support for LVD
• Add support for regression
• Refactoring and organizing of the code.