Adding sklearn logreg example

[cozek]

Adding a scikit-learn logistic regression example using MNIST dataset.
The openml helper in scikit-learn is broken, so I used the openml python library directly.
I tried to make this as simple as possible following the quickstart examples but it turned out little complicated since model initialisation and parameter setting is a not so obvious with scikit-learn.

[danieljanes]

@cozek thanks, this is amazing! We wanted to add a scikit-learn example for quite some time, thanks for the initiative. I'll try to review it soon, just wanted to mention that we should advertise this (along with the other frameworks) in the README.md.

[cozek]

@cozek thanks, this is amazing! We wanted to add a scikit-learn example for quite some time, thanks for the initiative. I'll try to review it soon, just wanted to mention that we should advertise this (along with the other frameworks) in the README.md.

Thanks!

Although I took additional care to ensure the federation and learning are working correctly but I might have missed something. I would like to ask you to check the correctness of the recipe.

[cozek]

@danieljanes Hi, have you had a chance to go through the code ? 😄

[danieljanes]

Hi @cozek, sorry for the delay. This PR looks pretty good overall, thanks again! I left a couple of small comments and I'll also run it on my machine before merging. You could also add a reference to this example in the main README.md, I think our SciKit users will be excited about it 😃

[danieljanes]

Thanks for the changes @cozek. Results from a quick test run look good, seems like we can merge 👍