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In a comment on #99, @aazuspan noted that there are a few methods in TreeNodeTransformer that begin with _set which currently return values. The other _set_* methods across sknnr (e.g. _set_dataframe_index_in and _set_fitted_transformer) modify the estimator attributes rather than returning, which is the preferred course.
We want the same behavior for these three methods in TreeNodeTransformer:
_set_estimator_types_set_tree_weights_set_n_trees_per_iteration(implemented in Implementation of Gradient Boosting Nearest Neighbors (GBNN) #99)
Rather than bury that fix within #99, it makes more sense to handle the change outside of that PR.
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