Update pipeline and components to return Woodwork data structures

#1393 updated pipelines to accept Woodwork data structures, and #1288 addresses updating pipelines and components to accept Woodwork data structures as input. However, the output for methods like transform and predict are still pandas DataFrames, which is odd. This issue tracks updating our methods to return Woodwork data structures.

[chukarsten]

It seems like the third option is the best, cleanest option. Hopefully the performance isn’t impacted, but conceptually it seems sound. Thanks for bringing it to my attention…trying to wrap my head around all of the things.

[dsherry]

@angela97lin and I checked in, and discussed a few implementation options:

1. Have component graph evaluation pass pandas to each component. To indicate ww types to components, either add new fields to fit etc., or stick with the text featurizer pattern of using init parameters to indicate relevant columns. Disadvantage: ugly from API perspective, this is why we created woodwork in the first place.
2. During component graph evaluation, pass woodwork to each component. Have each component return pandas. Disadvantage: a potential limitation is that components cannot change woodwork type of the input features or of newly generated features, except through changing the pandas dtype. We don’t have any components which rely on this however.
3. During component graph evaluation, pass woodwork to each component. Have each component return woodwork. Challenge: most components must convert to pandas internally to do transformations like adding features, deleting features or modifying features. After those transformations, we have to make sure the original woodwork types get into the new returned woodwork datatable, otherwise user-overridden settings will get lost, as they are today.

Status: @angela97lin is currently pursuing option 3 in #1668

Plan: we’ll continue that strategy, keeping an eye out for reduced runtime due to multiple ww datatable instantiations. And we’ll consider if there are any feature requests we should make to woodwork to make this easier. We’ll also keep an eye out for any compelling options we may have missed so far.

@chukarsten @gsheni