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Description
Related to #2194
This is a more extensive replacement of the older Fairlearn versions. It can only be merged once we drop support for Python 3.7 since Fairlearn v0.8.0 and later don't support it.
Note that the metrics functions added here were just copied from Fairlearn v0.8.0 since they were dropped with v0.9.0. They were only in Fairlearn because we need them here anyway, and since that's not a concern for Fairlearn we decided to migrate them here instead.
Checklist