This makes mypy (and other type checkers) happy by hard coding potentially generated methods to the parent class.

This code is never run in runtime, and is only there for type checkers since TYPE_CHECKING is False during runetime.

Right now, mypy would complain with the code:

from sklearn.linear_model import LogisticRegression

LogisticRegression().set_fit_request(sample_weight=True)

and say:

error: "LogisticRegression" has no attribute "set_fit_request"  [attr-defined]
Found 1 error in 1 file (checked 1 source file)

with this PR, the above errors are gone. It's still not idea, since we're telling mypy methods exist even if they don't, and we don't tell it about their signature.

cc @thomasjpfan @glemaitre @rth