Support sklearn 1.1

[kbattocchi]

Currently, econml is compatible with sklearn 1.0.* but not 1.1 and up; we should fix any incompatibilities.

[riedgar-ms]

An update on this @kbattocchi .... I've put together a sample script which can show the bug:
https://github.com/riedgar-ms/EconML/blob/riedgar-ms/sklearn-stuck/sklearn_issue.py

This works with sklearn 1.0.x, gets stuck with 1.1.0, but appears to work with 1.1.1. So this looks like a bug in SciKit-Learn, but is this something that EconML could monitor and declare failure if some threshold were exceeded?

It might be related to this update in SciKit-Learn:
scikit-learn/scikit-learn@0dfcaee