[TASK] Update Scikit-learn to 1.6

[dantegd]

Scikit-learn 1.6 just got released, so we need to update it in dependencies.yaml to update relevant files, and then test cuML for anything that could need updating.

[jameslamb]

I recently helped with migrations like this for LightGBM and XGBoost.

Sharing some links to hopefully reduce the effort when this is picked up in cuML:

• Fix tests with the latest scikit-learn. dmlc/xgboost#11086
• Adapt to scikit-learn 1.6 estimator tag changes dmlc/xgboost#11021
• [python-package] simplify scikit-learn 1.6+ tags support microsoft/LightGBM#6735
• [ci] [python-package] [R-package] adapt to scikit-learn check_sample_weight_equivalence changes, stop testing against R 3.6 on Linux microsoft/LightGBM#6733
• [python-package][R-package] adapt to scikit-learn 1.6 testing changes, pin more packages in R 3.6 CI jobs microsoft/LightGBM#6718