Describe the workflow you want to enable

I want to initialize an IterativeImputer using a KNNImputer rather than a SimpleImputer.

Describe your proposed solution

Modifying IterativeImputer to accept instances of _BaseImputer as initial_strategys should be fairly simple, though I'm aware it is under active development and I understand why this wouldn't be a priority. I'm happy to put together a pull request if it is likely to be accepted.

Describe alternatives you've considered, if relevant

I am not aware of any compelling alternatives.

Additional context

No response