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[Feature Request] Flexibility in Scikit-Learn version #787

Description

@jolespin

Is your feature request related to a problem? Please describe.
Dependency on new-ish Scikit-Learn version makes general usage difficult

Describe the solution you'd like
Find the minimum version of Scikit-Learn that won't break Feature Engine then use that as the baseline.

Describe alternatives you've considered
Copy and pasting classes from Feature Engine into packages that are only compatible with lower Scikit-Learn versions

Additional context
Taking a look at Feature Engine version 1.8.0 and 1.7.0 which requires Scikit-Learn 1.4.0 but Feature Engine version 1.6.2 requires any Scikit-Learn above 1.0.0.

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