[MAINT] Remove MKL dependency for the documentation build dependencies

[ymzayek]

• Closes [BUG] cannot install mkl (doc dependency) on Mac M1 Sillicon chip #3849

Changes proposed in this pull request:

• Remove mkl doc dependency

[github-actions]

👋 @ymzayek Thanks for creating a PR!

Until this PR is ready for review, you can include the [WIP] tag in its title, or leave it as a github draft.

Please make sure it is compliant with our contributing guidelines. In particular, be sure it checks the boxes listed below.

• PR has an interpretable title.
• PR links to Github issue with mention Closes #XXXX (see our documentation on PR structure)
• Code is PEP8-compliant (see our documentation on coding style)
• Changelog or what's new entry in doc/changes/latest.rst (see our documentation on PR structure)

For new features:

• There is at least one unit test per new function / class (see our documentation on testing)
• The new feature is demoed in at least one relevant example.

For bug fixes:

• There is at least one test that would fail under the original bug conditions.

We will review it as quick as possible, feel free to ping us with questions if needed.

[codecov]

Codecov Report

Merging #3920 (00e57a1) into main (84984de) will increase coverage by 0.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##             main    #3920      +/-   ##
==========================================
+ Coverage   91.72%   91.73%   +0.01%     
==========================================
  Files         134      134              
  Lines       15738    15738              
  Branches     3275     3275              
==========================================
+ Hits        14435    14437       +2     
+ Misses        759      758       -1     
+ Partials      544      543       -1     

Flag	Coverage Δ
macos-latest_3.10	91.64% <ø> (ø)
macos-latest_3.11	91.64% <ø> (?)
macos-latest_3.8	91.60% <ø> (?)
macos-latest_3.9	91.60% <ø> (?)
ubuntu-latest_3.10	91.64% <ø> (ø)
ubuntu-latest_3.11	?
ubuntu-latest_3.8	?
ubuntu-latest_3.9	91.60% <ø> (ø)
windows-latest_3.10	91.58% <ø> (?)
windows-latest_3.11	91.58% <ø> (?)
windows-latest_3.8	91.55% <ø> (ø)

Flags with carried forward coverage won't be shown. Click here to find out more.

see 1 file with indirect coverage changes

📣 We’re building smart automated test selection to slash your CI/CD build times. Learn more

[ymzayek]

This seems good to go to me. Will merge if nobody has any comments or questions

[Remi-Gau]

This seems good to go to me. Will merge if nobody has any comments or questions

Go for it