Update (most) mods to return a dataclass

[simonbowly]

Some of our early mods return a single object or a tuple. More recent mods used dataclasses as a cleaner way to return multiple attributes. This also makes it easier to extend in future without breaking old code. We should migrate the other mods as part of a major release.

(LADRegression would be the exception, since we are following the sklearn API).