[ENH] global config manager

[fkiraly]

For somer configs, it makes sense to have a global config override or default, that is, the value priority at read would be:

1. any config value that is manually set via get_config
2. any config value that is set in a global config (to be designed)
3. the defaults from the MRO

How exactly a global config mechanism should look like is not clear, but it could simple be a set_config function?

What may be problematic is that users may want to set configs globally, but only for a certain object type, e.g., forecasters in sktime, regressors in skpro, etc, so it is also a question whether there should be a super-global config in scikit-base, or whether each package should have its global config; and even if the latter, how we manage global configs for types of objects.

@RNKuhns has made a first draft in #149 a very long time ago. I think it is a great start but it does not meet the above requirements exactly, yet.

FYI @joshdunnlime.