Issue #, if available:

Description of changes:

• Fix sklearn<1.6 compatibility
• With recent PR Sklearn update to 1.6+ #5029, it breaks sklearn<1.6 support. It is important we continue to work on older sklearn versions, as many environments or packages might not support sklearn 1.6+ yet.

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.