Improve memory usage with skopt - limit model queue

[PostmanSpat]

Is your feature request related to a problem? Please describe.

When using skopt optimize, memory usage continues to grow with each iteration. This is because skopt keeps all model history by default. For very long optimization tasks this typically results in an out of memory error and crashes the process (and usually takes a few other running applications with it).

scikit-optimize/scikit-optimize#349

Describe the solution you'd like.

Skopt now has an option to limit the model history that is retained in memory. When calling forest_minimize, the model_queue_size should be set to 1, or at least should be a parameter that can be adjusted and default to 1.

scikit-optimize/scikit-optimize@b2c6279
scikit-optimize/scikit-optimize@520b91b

Describe alternatives you've considered

No response

Additional context

No response