Add set_output method in FeatureAugmenter

[DrozdovMK]

An error occurs when using sklearn.pipeline.FeatureUnion with FeatureAugmenter in transformer_list. When calling the set_output(transform="pandas") method on the FeatureUnion object, it triggers iterative method calls for all objects specified in transformer_list.

The custom transformer must implement the set_output method to be compatible with scikit-learn's API. Otherwise we get an error:

if not hasattr(estimator, "set_output"):
--> 458 raise ValueError(
459 f"Unable to configure output for {estimator} because set_output "
460 "is not available."
461 )

[nils-braun]

Thanks @DrozdovMK for the contribution (and sorry for the delay in the review). I am fine with your code changes. Can you add a very small trivial unit test for your use case so that we can ensure, it will not be problematic again in the future?