Tests

[BUG] Fix Sklearn Models detection by safely importing openml-sklearn #1605

Job	Run time
(windows-latest, Py, sk0.24.*, sk-only:false)	4s
(ubuntu-latest, Py3.8, sk0.23.1, sk-only:false)	3s
(ubuntu-latest, Py3.11, sk1.4.*, sk-only:true)	1m 49s
docker	4s
(ubuntu-latest, Py3.11, sk1.3.*, sk-only:true)	1m 50s
(ubuntu-latest, Py3.11, sk1.5.*, sk-only:true)	1m 34s
	5m 24s

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