Add sparse data support for LogisticRegression (copy #1985)

[mergify]

Description

This PR introduce changes to support sparse data for Logistic Regression training and inference on GPU (for CPU sparse data will not be supported yet). Also a few tests were implemented

Checklist to comply with before moving PR from draft:

PR completeness and readability

• I have reviewed my changes thoroughly before submitting this pull request.
• I have commented my code, particularly in hard-to-understand areas.
• I have updated the documentation to reflect the changes or created a separate PR with update and provided its number in the description, if necessary.
• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have added a respective label(s) to PR if I have a permission for that.
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• The unit tests pass successfully.
• I have run it locally and tested the changes extensively.

Performance

• I have measured performance for affected algorithms using scikit-learn_bench and provided at least summary table with measured data, if performance change is expected.
• I have provided justification why performance has changed or why changes are not expected.

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This is an automatic copy of pull request #1985 done by [Mergify](https://mergify.com).

[maria-Petrova]

/intelci: run

[avolkov-intel]

@Alexsandruss @samir-nasibli @icfaust could you approve this PR, please? After it is merged I will also cherry-pick #2013 to release branch