Feature Request: Add fixed_features Parameter to sklearn Selector

[jckkvs]

I appreciate the fixed_features implementation in SequentialFeatureSelector. It’s incredibly useful for ensuring certain features are always included.

I'd like to propose adding a similar fixed_features parameter to other feature selection methods, such as SelectKBest, RFE, and SelectFromModel.
This could be achieved either by creating separate wrapped classes for each selector or by developing a flexible Base class to handle various selectors.

Your feedback on this idea would be appreciated.

Thank you.