Add feature_selection component?

[Robert Crowe]

The feature selection component doesn't seem to be an active module:

tfx_addons._ACTIVE_MODULES

['__version__',
 'mlmd_client',
 'schema_curation',
 'feast_examplegen',
 'xgboost_evaluator',
 'sampling',
 'message_exit_handler']

Can we add it?

[Robert Crowe]

@deutranium

[Gerard Casas Saez]

We need a set of needed deps added here: https://github.com/tensorflow/tfx-addons/blob/main/tfx_addons/version.py#L49