Gmail does not have this. Hey inverts the default behavior to one that is consent-based, and things can only reach your inbox if you thumbs up the first time they send something to you. This is not some minor technical point, it is at the core of Hey's value proposition. In Gmail, the default is that everything gets to you and it's up to you to play whackamole with filters and unsubscribes, requiring several clicks each time.
In addition to the simple whitelist behavior, on the initial Hey screening you can (with a single click) route second-tier messages into Feed and Paper Trail, which is a much better UX than what you can build in gmail by creating a filter for every sender that labels + autoarchives.