upper cap sklearn to <1.6.0 due to xgboost not supporting it #5338

Job	Run time
docs	8m 39s
tests (macos-13, 3.10, all)	31m 9s
tests (ubuntu-latest, 3.10, all)	27m 14s
lint	23s
check-examples (03-FFT-examples.ipynb)	3m 15s
check-examples (04-RNN-examples.ipynb)	6m 43s
check-examples (00-quickstart.ipynb)	7m 37s
check-examples (02-data-processing.ipynb)	5m 11s
check-examples (01-multi-time-series-and-covariates.ipynb)	7m 1s
	1h 37m 12s

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