Include support for MixedModels.jl

[schlichtanders]

Is your feature request related to a problem? Please describe.
There is MixedModels.jl and it is unclear to me what the relation is between that and MLJ. Intuitively I would think it can be supported, but it is not. That is confusing.

Describe the solution you'd like
Support MixedModels.jl if it is possible.

Describe alternatives you've considered
One could leave them unintegrated even if it is possible, but why?

Additional context
I am currently writing an intro about Data Science and Machine Learning in Julia.

[ablaom]

I'd support adding an interface for this package. I'm not too familiar with it, and it has not been requested before. Perhaps open an issue request at MixedModels.jl, to see if there is interest on their side. I can provide guidance on the API but don't have the bandwidth now to write a full blown interface. My initial suggestion is closely model the one for GLM.jl, which lives at MLJGLMInterface.jl.

There does seem some overlap with GLM.jl, and maybe MLJLinearModels.jl, which are supported. Perhaps these meet your immediate needs, @schlichtanders?

[schlichtanders]

Thank you for your help.

I have no immediate need to include both packages. I just saw that both are actively maintained and rather large, so that a synergy would be nice. I opened the Feature request at MixedModels.jl 👍