[FR] Migrate from tf.keras.wrappers.scikit_learn to SciKeras

[northern-64bit]

Context
The tf.keras.wrappers.scikit_learn is no longer maintained and has now been removed: tensorflow/tensorflow#36137 (comment). Thus we are using an old version to make it work. There is a successor to it, SciKeras (https://github.com/adriangb/scikeras).

Possible implementation
Switching to SciKeras. Here is more information about how to migrate to it: https://adriangb.com/scikeras/stable/migration.html

Describe alternatives you've considered
Keeping it the way it as is, since it works, at least for now.

Additional context
The code currently works with the keras version being kept at a maximum of 2.12.0.