Ian Faust

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I will be closing this PR after a set of verifications

There is a worrying python dependency.

It was solved with changes associated with sklearn 1.2, analysis ongoing.

There seems to be an issue with sklearn's validate_data when multi_output=False. It is not setting y to the proper dtype. A fix is underway in this PR: #1939

As far as I found, there isn't a [plug-in-replacement](https://intel.github.io/llvm-docs/doxygen/filter__selector_8hpp_source.html) for filter_selector in dpcpp for SYCL2020...