[ENH] Implement Tagging for Setups

[geetu040]

Currently the sdk doesnot allow setting up tags for setups, even though this is supported by the back-end. This is because it doesnot inherit the OpenMLBase class. Therefore this issue depends on #1647

Steps in utils/_openml.py:

1. update _get_rest_api_type_alias to return valid alias for OpenMLSetup
2. "setup" is already in legal_entities of _tag_entity so hopefully nothing changes there
3. check that the result_xml in _tag_entity is applicable with the current parser
4. Add tests for tagging/untagging setups.

[Joiejoie1]

Hi @geetu040 ,

Has anyone been assigned this issue?
Can I work on it?

[geetu040]

I think it's already being fixed in #1650

[AffanBasra]

@geetu040 please take a look at the PR i submitted, also i Just realized that a PR was already been worked on related to this issue, still i would very much appreciate if you will take a look and see if its meaningful and useful in resolving this issue. Much appreciated

[AffanBasra]

@geetu040 Im an esoc 2026 applicant, and i included both ai-on-demand and openml on my application, as such any feedback will be very welcome!