Is your feature request related to a problem? Please describe.
Chaining of methods is generally easier to read compared to nested functions.

# Nested functions
best_dt = ensemble_model(tune_model(create_model('dt'), choose_better=True), choose_better=True)

Describe the solution you'd like

Chaining of methods in OOP API. Example here

best_model = (
    experiment
    .create_model('lr')
    .tune_model(choose_better=True)
    .ensemble_model(choose_better=True)
)

Additional context

• We could provide an argument in setup called enable_chaining = True that will switch from returning the models to returning the experiment object which will enable the chaining.
• Also, internally, we will have to store the results from all steps so that they can be referenced in the next step.