Test skip configs should be moved from tests._config to estimator tags.

This is a good first issue with a recipe applicable to many cases:

1. pick one estimator that has an entry in tests._config, in EXCLUDE_ESTIMATORS, EXCLUDED_TESTS, or EXCLUDED_TESTS_BY_TEST
2. remove from EXCLUDE_ESTIMATORS and instead add the tag "tests:skip_all": True to the estimator (see other examples)
3. remove from EXCLUDED_TESTS, and instead add the tag "tests:skip_by_name" to the estimator, with value the list of skipped tests.
4. if the estimator appears in EXCLUDED_TESTS_BY_TEST as well, try to fix get_test_params or the docstring (do not transfer this otherwise).

Please only handle a single estimator at a time, since the tests will trigger in the pull request.