Transition to scikit-learn 1.6

[FBruzzesi]

scikit-learn make transition from 1.5 to 1.6 easier for third-party library using scikit-learn utilities will give us some buffer time to adjust to the new changes before they make it to a release. From other discussions it seems that these changes will appear in 1.7.

Before that happens we should decide how to proceed forward. I see the following options:

• Make a hard cut when scikit-learn 1.7 will come out, and support only version 1.6+
• Implement logic based on scikit-learn version
  • Coming from some narwhals learnings, this might actually be easier than expected and I would like to give it a try before rejecting the idea

[FBruzzesi]

It might be a bit patchy but definitly doable. I will open a PR tomorrow. For now I added the new tags and created the function to split check pre and post 1.6 (branch if interested)