Scheduled unit tests fail; Incompatibility with scikit-learn 0.24

[MalteKurz]

• The scheduled unit tests failed: https://github.com/DoubleML/doubleml-for-py/runs/1599568075?check_suite_focus=true.
• Looks like the first unit test runs with scikit-learn 0.24
• Check compatibility

[MalteKurz]

• Goes back to https://github.com/scikit-learn/scikit-learn/pull/18471/files.
• However, only a unit test (https://github.com/DoubleML/doubleml-for-py/blob/master/doubleml/tests/test_cv_predict.py) which checks our _dml_cv_predict vs. the scikit-learn implementation is affected by this change.
• All functionality is fine.
• Unit tests are easy to fix. However, I intend to fix it in a way that we do not need to set scikit-learn>=0.24 in the requirements just for that single unit test.