Bump sklearn version in nursery subpackages

[lostella]

Issue #, if available: Dependabot alerts

• https://github.com/awslabs/gluonts/security/dependabot/13
• https://github.com/awslabs/gluonts/security/dependabot/14
• https://github.com/awslabs/gluonts/security/dependabot/15

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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup