Move ML from caret to mlr3
Glmnet, RF, SVM, KNN and lightgbm are all available with mlr3:
Add Gridsearch according to: https://github.com/mlr3learners/mlr3learners.lightgbm/blob/master/vignettes/mlr3learners_lightgbm_tuning.Rmd
Advantages:
- simpler plotting: https://mlr3book.mlr-org.com/binary-classification.html
- simpler metrics
- less dependencies (no pRoc, no glmnet, no caret, no randomForest etc.)