[ENH] Migrate tags in tags registry from tuples to classes

Tags in sktime are defined as classes located in sktime/registry/_tags.py. However, previously they were defined as tuples present in ESTIMATOR_TAG_REGISTER. Most of those tag tuples were migrated to separate classes, but some of them are still just tuples. We should migrate them to separate classes too.

Please pick one tag at a time, and post which you are picking.

Recipe:

• replace dictionary entry in ESTIMATOR_TAG_REGISTER by a class, as above - follow the pattern. Ensure to put the class in the "right" section, e.g., estimator type specific sections like "for forecasters".
• Also add the tag to the API reference in tags.rst. Put this in an appropriate section (e.g., "for forecasters").