Getting HTTPError: HTTP Error 403: Forbidden when trying to load California Housing dataset

### Describe the bug

When trying to load the dataset I get an error.

### Steps/Code to Reproduce

```
from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import train_test_split 
from sklearn.preprocessing import StandardScaler

housing = fetch_california_housing()

X_train_full, X_test, y_train_full, y_test = train_test_split(
housing.data, housing.target)
X_train, X_valid, y_train, y_valid = train_test_split(X_train_full, y_train_full)

scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train)
X_valid_scaled = scaler.transform(X_valid)
X_test_scaled = scaler.transform(X_test)
```

### Expected Results

Dataset loads

### Actual Results

```
HTTPError                                 Traceback (most recent call last)
[/var/folders/wx/mz49j6yd5514yjn5k60sk6900000gn/T/ipykernel_16344/1379907178.py](https://file+.vscode-resource.vscode-cdn.net/var/folders/wx/mz49j6yd5514yjn5k60sk6900000gn/T/ipykernel_16344/1379907178.py) in <module>
      3 from sklearn.preprocessing import StandardScaler
      4 
----> 5 housing = fetch_california_housing()
      6 
      7 X_train_full, X_test, y_train_full, y_test = train_test_split(

[~/opt/anaconda3/lib/python3.9/site-packages/sklearn/datasets/_california_housing.py](https://file+.vscode-resource.vscode-cdn.net/Users/aryamanbhatia/neural%20network%20for%20practice/~/opt/anaconda3/lib/python3.9/site-packages/sklearn/datasets/_california_housing.py) in fetch_california_housing(data_home, download_if_missing, return_X_y, as_frame)
    133     This dataset consists of 20,640 samples and 9 features.
    134     """
--> 135     data_home = get_data_home(data_home=data_home)
    136     if not exists(data_home):
    137         makedirs(data_home)

[~/opt/anaconda3/lib/python3.9/site-packages/sklearn/datasets/_base.py](https://file+.vscode-resource.vscode-cdn.net/Users/aryamanbhatia/neural%20network%20for%20practice/~/opt/anaconda3/lib/python3.9/site-packages/sklearn/datasets/_base.py) in _fetch_remote(remote, dirname)

[~/opt/anaconda3/lib/python3.9/urllib/request.py](https://file+.vscode-resource.vscode-cdn.net/Users/aryamanbhatia/neural%20network%20for%20practice/~/opt/anaconda3/lib/python3.9/urllib/request.py) in urlretrieve(url, filename, reporthook, data)
    237     url_type, path = _splittype(url)
    238 
--> 239     with contextlib.closing(urlopen(url, data)) as fp:
    240         headers = fp.info()
    241 
...
--> 641         raise HTTPError(req.full_url, code, msg, hdrs, fp)
    642 
    643 class HTTPRedirectHandler(BaseHandler):

HTTPError: HTTP Error 403: Forbidden
```

### Versions

```shell
System:
    python: 3.9.13 (main, Aug 25 2022, 18:29:29)  [Clang 12.0.0 ]
executable: /Users/aryamanbhatia/opt/anaconda3/bin/python
   machine: macOS-10.16-x86_64-i386-64bit

Python dependencies:
          pip: 22.2.2
   setuptools: 63.4.1
      sklearn: 1.0.2
        numpy: 1.26.3
        scipy: 1.9.1
       Cython: 0.29.32
       pandas: 1.4.4
   matplotlib: 3.5.2
       joblib: 1.1.0
threadpoolctl: 2.2.0

Built with OpenMP: True
```

COMMENT:
> @glemaitre did you receive any feedback from figshare? Is there a public discussion to link to to monitor the resolution of this problem?

I have a ticket on the tracker: https://support.figshare.com/support/tickets/481164 but I don't think that you see it if you are not logged in.

For the moment, we are just asking me if this is related to an outage period by checking the "status page" (https://status.figshare.com/). I'll answer that this is not the case.

Labels: Bug