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:
This also happens sporadically in the CI by the way e.g. this [build](https://dev.azure.com/scikit-learn/scikit-learn/_build/results?buildId=67450&view=logs&j=f71949a9-f9d9-549e-cf45-2e99c7b412d1&t=11e6ea3b-68dc-5625-4d2d-1b8393fea9ee) with the error:
```
____________________________ [doctest] compose.rst _____________________________
285 the regressor that will be used for prediction, and the transformer that will
286 be applied to the target variable::
287 
288   >>> import numpy as np
289   >>> from sklearn.datasets import fetch_california_housing
290   >>> from sklearn.compose import TransformedTargetRegressor
291   >>> from sklearn.preprocessing import QuantileTransformer
292   >>> from sklearn.linear_model import LinearRegression
293   >>> from sklearn.model_selection import train_test_split
294   >>> X, y = fetch_california_housing(return_X_y=True)
UNEXPECTED EXCEPTION: <HTTPError 403: 'Forbidden'>
Traceback (most recent call last):
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/doctest.py", line 1334, in __run
    exec(compile(example.source, filename, "single",
  File "<doctest compose.rst[59]>", line 1, in <module>
  File "/home/vsts/work/1/s/sklearn/utils/_param_validation.py", line 213, in wrapper
    return func(*args, **kwargs)
  File "/home/vsts/work/1/s/sklearn/datasets/_california_housing.py", line 177, in fetch_california_housing
    archive_path = _fetch_remote(
  File "/home/vsts/work/1/s/sklearn/datasets/_base.py", line 1466, in _fetch_remote
    urlretrieve(remote.url, file_path)
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 239, in urlretrieve
    with contextlib.closing(urlopen(url, data)) as fp:
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 214, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 523, in open
    response = meth(req, response)
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 632, in http_response
    response = self.parent.error(
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 561, in error
    return self._call_chain(*args)
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 494, in _call_chain
    result = func(*args)
  File "/usr/share/miniconda/envs/testvenv/lib/python3.9/urllib/request.py", line 641, in http_error_default
    raise HTTPError(req.full_url, code, msg, hdrs, fp)
urllib.error.HTTPError: HTTP Error 403: Forbidden
/home/vsts/work/1/s/doc/modules/compose.rst:294: UnexpectedException
```

Labels: Bug