text: Title: [ENH] Add `class_weight` parameter to classifiers that use sklearn based estimators with testing
  Body: ### Describe the feature or idea you want to propose
  
  following #1776 
  
  ### Describe your proposed solution
  
  other classifiers need this update as well, like feature based for example
  Also should add testing for this setup
  
  ### Describe alternatives you've considered, if relevant
  
  we should make sure we cover all of them
  
  ### Additional context
  
  _No response_