[DOC] fix sklearn FutureWarning in check_array.

[vloison]

small change to avoid several FutureWarnings when running example scripts.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 96.64%. Comparing base (af16f8a) to head (ff2ddc7).
Report is 2 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main     #322   +/-   ##
=======================================
  Coverage   96.64%   96.64%           
=======================================
  Files          63       63           
  Lines        6910     6910           
=======================================
  Hits         6678     6678           
  Misses        232      232           

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[antoinecollas]

For reference: scikit-learn/scikit-learn#29262