[Tune] Add examples of using XGBoost with the sklearn API and add examples of regression tasks

Description

All the existing examples of using XGBoost with ray are instances of a classification task using the native API. Given that xgboost-ray doesn't seem to be supported anymore (last update was 1.5 years ago), it'd be good to get more examples using the ray-train packages and have examples from the sklearn API and applied to regression tasks.

Link

https://docs.ray.io/en/latest/tune/examples/tune-xgboost.html