Fix tests with the latest scikit-learn. (#11086) #13783

Job	Run time
Build CPU ARM64 + manylinux_2_28_aarch64 wheel	3m 15s
Build CUDA + manylinux_2_28_x86_64 wheel	20m 8s
Build CPU	13m 28s
Build CUDA with RMM	20m 49s
Build CUDA with RMM (dev)	20m 52s
Build GPU-enabled R package	14m 9s
Build manylinux2014_aarch64 wheel	2m 59s
Build manylinux2014_x86_64 wheel	3m 31s
Run Python tests (single-gpu)	6m 52s
Run Python tests (multiple-gpu)	14m 42s
Run Python tests (cpu-amd64)	17m 27s
Run Python tests (cpu-arm64)	1m 9s
Run Google Tests with GPUs (Suite gpu, Runner linux-amd64-gpu)	4m 16s
Run Google Tests with GPUs (Suite gpu-rmm, Runner linux-amd64-gpu)	4m 26s
Run Google Tests with GPUs (Suite mgpu, Runner linux-amd64-mgpu)	2m 30s
	2h 30m 33s

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