upper cap sklearn to <1.6.0 due to xgboost not supporting it (#2618)

requirements/core.txt

@@ -7,7 +7,7 @@ pandas>=1.0.5
 pmdarima>=1.8.0
 pyod>=0.9.5
 requests>=2.22.0
-scikit-learn>=1.0.1
+scikit-learn>=1.0.1,<1.6.0
 scipy>=1.3.2
 shap>=0.40.0
 statsforecast>=1.4