Add quickselect algorithm. Quickselect is a selection algorithm to find the kth smallest element in an unordered list.

🚀 Feature

Create the metric MulticlassAUROC to allow for the AUROC metric to be used in multi-class problem settings. Or,
Expand the AUROC metric to support multi-class data, which would also directly solve this AUROC bug that instead gives a random value when used in multi-class problems: https://github.com/PyTorchLightning/

这里的路由和server通信是否可以用一个长连接来维护更好

Describe the issue linked to the documentation

Follows from #17387

Suggest a potential alternative/fix

Stop referencing preprocessing functions e.g. :

maxabs_scale
minmax_scale
normalize
quantile_transform
robust_scale
scale
power_transform

in the UG, and only add them e.g. in the "See Also" sections, or even just in the API ref.

In particular right now the first entr