Add conformal prediction as calibration method

[martinhulin]

Is your feature request related to a problem? Please describe.
Currently only dated approaches to calibration like Platt scaling and isotonic regression are implemented while the new industry standard is headed towards conformal prediction framework (already available in R, Python etc.), eg. https://github.com/valeman/awesome-conformal-prediction

Describe the solution you'd like
Implement state of the art methods for calibration leveraging conformal prediction framework for classification and regression problems.

Additional context
Good resource: book 'Practical Guide to Applied Conformal Prediction: Learn and apply the best uncertainty frameworks to your industry applications'