[BUG] New joblib breaks hdbscan in GPU jobs

[cjnolet]

Something has updated the joblib dependency from 1.1.0 to 1.2.0, which has broken hdbscan. The exact runtime error is that Memory no longer contains a cachedir argument, which is still being used in the current release of hdbscan (at the time of writing).

I'm attempting to fix this in #4887 but marking this as a placeholder issue to keep track so any patching or specialized tricks done in CI can be reverted.

[github-actions]

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[beckernick]

I think this is now fixed upstream, so we should be fine as we pip install scikit-learn-contrib/hdbscan from Github