`FutureWarning`s in the documentation

### Describe the issue linked to the documentation

Some `FutureWarning`s are present in the dev documentation and need to be fixed.
Here is a list:

 - [x] [bicluster/plot_bicluster_newsgroups.html](https://scikit-learn.org/dev/auto_examples/bicluster/plot_bicluster_newsgroups.html)
 - [x] [cluster/plot_bisect_kmeans.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_bisect_kmeans.html) #24891
 - [x] [decomposition/plot_ica_blind_source_separation.html](https://scikit-learn.org/dev/auto_examples/decomposition/plot_ica_blind_source_separation.html) #24908
 - [x] [ensemble/plot_gradient_boosting_categorical.html](https://scikit-learn.org/dev/auto_examples/ensemble/plot_gradient_boosting_categorical.html) #24902
 - [x] [cluster/plot_color_quantization.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_color_quantization.html) #24893
 - [x] [ensemble/plot_stack_predictors.html](https://scikit-learn.org/dev/auto_examples/ensemble/plot_stack_predictors.html) #24918
 - [x] [inspection/plot_linear_model_coefficient_interpretation.html](https://scikit-learn.org/dev/auto_examples/inspection/plot_linear_model_coefficient_interpretation.html) #24920
 - [x] [~~cross_decomposition/plot_compare_cross_decomposition.html~~](https://scikit-learn.org/dev/auto_examples/cross_decomposition/plot_compare_cross_decomposition.html)
 - [x] [cluster/plot_cluster_comparison.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_cluster_comparison.html) #24927
 - [x] [model_selection/plot_successive_halving_heatmap.html](https://scikit-learn.org/dev/auto_examples/model_selection/plot_successive_halving_heatmap.html) #24968
 - [x] [manifold/plot_compare_methods.html](https://scikit-learn.org/dev/auto_examples/manifold/plot_compare_methods.html) #24909
 - [x] [cluster/plot_kmeans_assumptions.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_kmeans_assumptions.html) #24928
 - [x] [decomposition/plot_faces_decomposition.html](https://scikit-learn.org/dev/auto_examples/decomposition/plot_faces_decomposition.html) #24936
 - [x] [ensemble/plot_gradient_boosting_oob.html](https://scikit-learn.org/dev/auto_examples/ensemble/plot_gradient_boosting_oob.html) #24948
 - [x] [ensemble/plot_gradient_boosting_regression.html](https://scikit-learn.org/dev/auto_examples/ensemble/plot_gradient_boosting_regression.html) #24946
 - [x] [ensemble/plot_gradient_boosting_regularization.html](https://scikit-learn.org/dev/auto_examples/ensemble/plot_gradient_boosting_regularization.html) #24960
 - [x] [manifold/plot_manifold_sphere.html](https://scikit-learn.org/dev/auto_examples/manifold/plot_manifold_sphere.html) #24941
 - [x] [manifold/plot_lle_digits.html](https://scikit-learn.org/dev/auto_examples/manifold/plot_lle_digits.html) #24922
 - [x] [manifold/plot_mds.html](https://scikit-learn.org/dev/auto_examples/manifold/plot_mds.html) #24940
 - [x] [cluster/plot_dict_face_patches.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_dict_face_patches.html) #24910
 - [x] [release_highlights/plot_release_highlights_0_23_0.html](https://scikit-learn.org/dev/auto_examples/release_highlights/plot_release_highlights_0_23_0.html) #24937
 - [x] [release_highlights/plot_release_highlights_1_1_0.html](https://scikit-learn.org/dev/auto_examples/release_highlights/plot_release_highlights_1_1_0.html) #24939
 - [x] ~~[model_selection/plot_grid_search_text_feature_extraction.html](https://scikit-learn.org/dev/auto_examples/model_selection/plot_grid_search_text_feature_extraction.html)~~ https://github.com/scikit-learn/scikit-learn/pull/24961
 - [x] [cluster/plot_kmeans_silhouette_analysis.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_kmeans_silhouette_analysis.html) #24929
 - [x] [applications/plot_cyclical_feature_engineering.html](https://scikit-learn.org/dev/auto_examples/applications/plot_cyclical_feature_engineering.html) #24892

Contributors willing to address this issue, please offer one example per pull request.

Thanks for your help!

### Suggest a potential alternative/fix

_No response_

COMMENT:
Working on `ensemble/plot_gradient_boosting_categorical.html`

Labels: Documentation, good first issue, Meta-issue