MNT use validate_data instead of _validate_data

[mathurinm]

Current warning raised by our use of _validate_data:

  /home/mathurin/miniforge3/lib/python3.10/site-packages/sklearn/base.py:474: FutureWarning: `BaseEstimator._validate_data` is deprecated in 1.6 and will be removed in 1.7. Use `sklearn.utils.validation.validate_data` instead. This function becomes public and is part of the scikit-learn developer API.
    warnings.warn(

Let's use sklearn.utils.validation.validate_data instead!