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Merge pull request rasbt#1041 from rasbt/sfs-multiclass
Include ROC AUC multiclass example in the docs
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docs/sources/CHANGELOG.md

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##### New Features and Enhancements
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- Document how to use `SequentialFeatureSelector` and multiclass ROC AUC.
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### Version 0.22.0 (4 April 2023)
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docs/sources/user_guide/feature_selection/ExhaustiveFeatureSelector.ipynb

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"### Feature Names"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.7"
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"version": "3.9.16"
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},
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"toc": {
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"nav_menu": {},
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