[ENH] tagged objects and retrieval

[fkiraly]

Related to this issue: #1582

Would it be useful to tag objects and make them available for retrieval?

The package contains neural networks and custom layers.

If we think, yes, then the "how" is the next question. Some thoughts:

• torch objects do not mutate their init args, so they would be compliant with skbase, which brings its own tagging and retrieval system. Though I am not entirely sure whether we have compatibility, or whether we want to "weigh down" the torch objects.
• alternatively, we could add records that are BaseObjects that point to the torch object. That may be safer, as the torch objects themselves would not inherit non-torch logic, which might be safer for upwards compatibility with torch. The idea here is a barebones BaseObject with tags, an __init__ with same params as the object, and with a build method that constructs the object instead.