Fix problem with encoding category types

[Mr-Geekman]

Before submitting (must do checklist)

• Did you read the contribution guide?
• Did you update the docs? We use Numpy format for all the methods and classes.
• Did you write any new necessary tests?
• Did you update the CHANGELOG?

Proposed Changes

1. Change the way we select values before passing them into sklearn.
2. Add tests on str and category dtypes.

Closing issues

Closes #826.

[github-actions]

🚀 Deployed on https://deploy-preview-843--etna-docs.netlify.app

[codecov-commenter]

Codecov Report

Merging #843 (08bbd23) into master (910441d) will not change coverage.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master     #843   +/-   ##
=======================================
  Coverage   84.65%   84.65%           
=======================================
  Files         130      130           
  Lines        7411     7411           
=======================================
  Hits         6274     6274           
  Misses       1137     1137           

Impacted Files	Coverage Δ
etna/transforms/encoders/categorical.py	100.00% <100.00%> (ø)

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more