Update SGD regressor loss values for scikit learn 1.0

[eddiebergman]

We need to update the loss name in SGD regressor when switching to scikit learn 1.0.

• Docs

Deprecated since version 1.0: The loss ‘squared_loss’ was deprecated in v1.0 and will be removed in version 1.2. Use loss='squared_error' which is equivalent.

# Current
loss = CategoricalHyperparameter(
    name="loss",
    choices=[
        "squared_loss", "huber", "epsilon_insensitive", "squared_epsilon_insensitive"
    ],
    default_value="squared_loss",
)

# New
loss = CategoricalHyperparameter(
    name="loss",
    choices=[
        "squared_error", "huber", "epsilon_insensitive", "squared_epsilon_insensitive"
    ],
    default_value="squared_error"
)