[Do NOT merge yet] MAINT: More adjustments for changes in sklearn1.8 LogisticRegression

[david-cortes-intel]

Description

This PR makes some necessary adjustments for planned changes (from currently unmerged PRs) for the upcoming scikit-learn 1.8 release to the logistic regression class, including:

• Deprecation of the penalty parameter.
• Changing the default l1_ratio from 'None' to 0 (which sets the penalty automatically).
• Deprecation of multiclass argument while still allowing it to be passed.

Along the way, it also updates the documentation on supported algorithms to reflect the new parameters, and corrects a code comment that is not entirely valid after earlier refactorings of logistic regression for the upcoming sklearn release.

Note: since the changes in sklearn that this is meant to adjust towards haven't been merged yet, it's not possible to test this PR in CIs.

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Checklist:

Completeness and readability

• Git commit message contains an appropriate signed-off-by string (see CONTRIBUTING.md for details).
• I have resolved any merge conflicts that might occur with the base branch.

Testing

• All CI jobs are green or I have provided justification why they aren't.

[codecov]

Codecov Report

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[david-cortes-intel]

/intelci: run

[icfaust]

Please reference the under development PRs for completeness and traceability (32659). The PRs can be verified by modifying here (https://github.com/uxlfoundation/scikit-learn-intelex/blob/main/.ci/scripts/setup_sklearn.sh#L32) and running the nightly (/azp run Nightly) and then returning the state.

[david-cortes-intel]

/intelci: run

[david-cortes-intel]

/azp run Nightly

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