[scikit-learn] Using towncrier for changelog management

[Adrin]

Hi,

This is a reminder that we've switched to using towncrier for changelog
management, which means you'd need to create a separate file for each
chengelog entry. More info can be found in these PRs:

https://github.com/scikit-learn/scikit-learn/pull/30046
https://github.com/scikit-learn/scikit-learn/pull/30081

Cheers,
Adrin
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