Library Request: scikit-learn 0.24

#### Expected Behavior
Supports scikit-learn 0.24

#### Actual Behavior
Supports scikit-learn 0.21.3

#### Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current `master` branch
- [x] I have confirmed that this is not a duplicate issue by searching [issues](https://github.com/QuantConnect/Lean/issues)