XGB Classifier for T Learner and R Learner

[portchester1989]

Is your feature request related to a problem? Please describe.
I had to implement XGBoostClassifier for T Learner or R Learner while there is XGB Regressor for both.

Describe the solution you'd like
Inherit BaseRClassifier or BaseTClassifier to make XGBClassifier class

Describe alternatives you've considered
just use custom classes on my end

Additional context
Add any other context or screenshots about the feature request here.