title: RFECV throwing an error when using catboost as the estimator
body: <p>I would like to utilize Catboost to perform RFECV:
  Sample code here:</p>
  
  <pre><code>from sklearn.model_selection import KFold
  from sklearn.metrics import roc_auc_score
  from sklearn.model_selection import StratifiedKFold
  from sklearn.feature_selection import RFECV
  
  from catboost import CatBoostClassifier
  
  def scoring_func(cl, X, Y_true):
      Y_pred = cl.predict_proba(X)[:,1]
      return roc_auc_score(Y_true, Y_pred)
  
  kf = StratifiedKFold(n_splits=5, shuffle=True, random_state=8888)
  
  cl = CatBoostClassifier(
      iterations=100,
      random_seed=63,
      learning_rate=0.05,
      custom_loss='F1',
      loss_function = 'Logloss',
      class_weights = prop,
      l2_leaf_reg = 4
  )
  selector = RFECV(estimator=cl, cv=kf.split(X_train, y_train), scoring=scoring_func, verbose=1)
  
  selector = selector.fit(X_train, y_train)
  </code></pre>
  
  <p>This throws the following error:</p>
  
  <pre><code>AttributeError: 'CatBoostClassifier' object has no attribute '_get_tags'
  </code></pre>
  
  <p>I can't seem to find any documentation that addresses this. Any solutions?</p>