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Support scikit-learn 1.5.0 #892

@imatiach-msft

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@imatiach-msft

We are encountering errors with newer versions of scikit-learn in econml, which our project depends on. For more info please see:
#854
Unfortunately, recently there has been a security issue in scikit-learn (see GHSA-jw8x-6495-233v) and we need to upgrade to a minimum version of 1.5.0 and we are blocked on this due to errors in latest version of econml with scikit-learn 1.5.0. Would it be possible to update econml to support the latest version of scikit-learn 1.5.0?

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