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.