🔀 Add `MergeModelCallBack` #6205

Job	Run time
Tests with dev dependencies	21m 58s
Check code quality	21s
Tests (3.9, ubuntu-latest)	24m 32s
Tests (3.9, windows-latest)	18m 37s
Tests without optional dependencies	13m 36s
Tests (3.10, ubuntu-latest)	23m 7s
Tests (3.10, windows-latest)	18m 18s
Tests (3.11, ubuntu-latest)	21m 33s
Tests with minimum versions	21m 25s
Tests (3.11, windows-latest)	20m 3s
Tests (3.12, ubuntu-latest)	25m 19s
Tests (3.12, windows-latest)	18m 50s
	3h 47m 39s

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