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Add support for scikit-learn 1.5 (#125) #433

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Job	Run time
Unit tests - skl11	2m 43s
pre-commit checks	27s
Unit tests - skl12	2m 47s
Unit tests - skl13	2m 48s
Unit tests - skl14	2m 47s
Unit tests - skl15	2m 49s
Unit tests - lgbm32	2m 48s
Unit tests - lgbm33	2m 46s
Unit tests - lgbm40	2m 45s
Unit tests - lgbm41	2m 44s
Unit tests - lgbm42	2m 45s
Unit tests - lgbm43	2m 48s
Unit tests - py38	2m 44s
Unit tests - py39	2m 43s
Unit tests - py310	2m 47s
Unit tests - py311	2m 49s
Unit tests - py312	2m 45s
	44m 45s