API 2: Model X knockoff

[lionelkusch]

This PR is based on the PR :

[lionelkusch]

Sure, but what I mean is that the Knockoffs and the dCRT for instance have different nature since one is aiming the FDR and the other one is p-values. Therefore, I think that the default selection for each should be the one is it made for, or at least include a warning or something to indicate the default control.

Originally posted by @AngelReyero in #361 (comment)

To follow up on @AngelReyero, since knockoffs have quite a different selection procedure (for computing the threshold..), should we consider overwriting the selection_fdr method of BaseVariableImportance in #367?

Also, should an Error be raised if the user passes a p-value threshold to the .selection function?

Originally posted by @jpaillard in #361 (comment)