Apply preprocessing to target variable as well

[ogrnz]

Dear Flennerhag and community,

Thank you for your amazing work!

I have been using it for some work, and I stumbled upon a case where I need to subset rows of my data. I have successfully coded a custom transformer to only select a subset of rows of my features X. However, this transformation does not get applied to the target variable y when fitting my training data.

Do you have any idea on how to implement such thing?

Thank's in advance for your help.