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Add per dataset categorical features.#8

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JulienSiems wants to merge 6 commits intomicrosoft:developfrom
JulienSiems:dev/per_feature_categorical
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Add per dataset categorical features.#8
JulienSiems wants to merge 6 commits intomicrosoft:developfrom
JulienSiems:dev/per_feature_categorical

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@JulienSiems
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To make the prior wider we previously discussed adding per dataset categorical features. At the moment the same categorical features are sampled across one batch.

@JulienSiems
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I added a benchmark, to compare the runtime of the classification adapter with and without the per dataset categorical option. It doesn't make it any faster but at least it's also not slower.

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