fix builds due to OneHotEncoder sparse parameter breaking change in scikit-learn #2539
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Description
Gated builds started failing again due to breaking change in scikit-learn. There was a similar PR here:
#2507
It seems more gated builds have started to fail with this error due to updates in scikit-learn package in more CI pipelines.
Links to failing builds in another gated PR build:
https://github.com/microsoft/responsible-ai-toolbox/actions/runs/7907475349/job/21584601879?pr=2538
https://github.com/microsoft/responsible-ai-toolbox/actions/runs/7907475340/job/21585832753?pr=2538
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