`MatplotlibDeprecationWarnings` in examples

### Describe the issue linked to the documentation

Some `MatplotlibDeprecationWarning`s are still present in the dev documentation and need to be fixed.
Here a list:
- [x] [classification/plot_lda_qda.html](https://scikit-learn.org/dev/auto_examples/classification/plot_lda_qda.html) https://github.com/scikit-learn/scikit-learn/pull/24809
- [x] [cluster/plot_adjusted_for_chance_measures.html](https://scikit-learn.org/dev/auto_examples/cluster/plot_adjusted_for_chance_measures.html#sphx-glr-auto-examples-cluster-plot-adjusted-for-chance-measures-py) https://github.com/scikit-learn/scikit-learn/pull/24785
- [x] [datasets/plot_iris_dataset.html](https://scikit-learn.org/dev/auto_examples/datasets/plot_iris_dataset.html) https://github.com/scikit-learn/scikit-learn/pull/24813
- [x] [decomposition/plot_pca_3d.html](https://scikit-learn.org/dev/auto_examples/decomposition/plot_pca_3d.html) https://github.com/scikit-learn/scikit-learn/pull/24814
- [x] [decomposition/plot_pca_iris.html](https://scikit-learn.org/dev/auto_examples/decomposition/plot_pca_iris.html) https://github.com/scikit-learn/scikit-learn/pull/24815
- [x] [linear_model/plot_lasso_and_elasticnet.html](https://scikit-learn.org/dev/auto_examples/linear_model/plot_lasso_and_elasticnet.html#sphx-glr-auto-examples-linear-model-plot-lasso-and-elasticnet-py) https://github.com/scikit-learn/scikit-learn/pull/24832
- [x] [linear_model/plot_ols_3d.html](https://scikit-learn.org/dev/auto_examples/linear_model/plot_ols_3d.html) https://github.com/scikit-learn/scikit-learn/pull/24820
- [x] [linear_model/plot_omp.html](https://scikit-learn.org/dev/auto_examples/linear_model/plot_omp.html) https://github.com/scikit-learn/scikit-learn/pull/24833
- [x] [linear_model/plot_sgd_early_stopping.html](https://scikit-learn.org/dev/auto_examples/linear_model/plot_sgd_early_stopping.html]) https://github.com/scikit-learn/scikit-learn/pull/24841
- [x] [mixture/plot_concentration_prior.html](https://scikit-learn.org/dev/auto_examples/mixture/plot_concentration_prior.html) https://github.com/scikit-learn/scikit-learn/pull/24821
- [x] [mixture/plot_gmm_covariances.html](https://scikit-learn.org/dev/auto_examples/mixture/plot_gmm_covariances.html) https://github.com/scikit-learn/scikit-learn/pull/24822
- [x] [mixture/plot_gmm.html](https://scikit-learn.org/dev/auto_examples/mixture/plot_gmm.html) https://github.com/scikit-learn/scikit-learn/pull/24823
- [x] [mixture/plot_gmm_selection.html](https://scikit-learn.org/dev/auto_examples/mixture/plot_gmm_selection.html) https://github.com/scikit-learn/scikit-learn/pull/24721
- [x] [mixture/plot_gmm_sin.html](https://scikit-learn.org/dev/auto_examples/mixture/plot_gmm_sin.html) https://github.com/scikit-learn/scikit-learn/pull/24824

Contributors willing to address this issue, please offer **one example per pull request**.
Also be sure to install matplotlib 3.6.1 locally in order to reproduce the Warning.

Thanks for your help!

COMMENT:
I'll work on [linear_model/plot_sgd_early_stopping.html](https://scikit-learn.org/dev/auto_examples/linear_model/plot_sgd_early_stopping.html) if it's okay with y'all 😄

Labels: Documentation, good first issue, Meta-issue