Addressing warnings related to the `multi_class` deprecated parameter

[drivanov]

Description

This PR resolves the following and similar warnings:

/usr/local/lib/python3.12/dist-packages/sklearn/linear_model/_logistic.py:1247: FutureWarning: 'multi_class' was deprecated in
 version 1.5 and will be removed in 1.7. From then on, it will always use 'multinomial'. Leave it to its default value 
to avoid this warning.

related to the multi_class deprecated parameter of LogisticRegression.

Checklist

Please feel free to remove inapplicable items for your PR.

• [x] The PR title starts with [$CATEGORY] (such as [NN], [Model], [Doc], [Feature]])
• [x] I've leverage the tools to beautify the python and c++ code.
• [x] The PR is complete and small, read the Google eng practice (CL equals to PR) to understand more about small PR. In DGL, we consider PRs with less than 200 lines of core code change are small (example, test and documentation could be exempted).
• [x] To the best of my knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

Changes