⚠️ CI failed on Linux_Runs.pylatest_conda_forge_mkl (last failure: Jul 10, 2024) ⚠️

**CI is still failing on [Linux_Runs.pylatest_conda_forge_mkl](https://dev.azure.com/scikit-learn/scikit-learn/_build/results?buildId=68533&view=logs&j=dde5042c-7464-5d47-9507-31bdd2ee0a3a)** (Jul 10, 2024)
- test_fastica_eigh_low_rank_warning[31]

COMMENT:
The last one seems to be Figshare HTTP 403 issue #28297. Test collection error because early on we download a few datasets in conftest.py and we get an error.

```
INTERNALERROR> def worker_internal_error(self, node, formatted_error):
INTERNALERROR>         """
INTERNALERROR>         pytest_internalerror() was called on the worker.
INTERNALERROR>     
INTERNALERROR> E               File "/usr/share/miniconda/envs/testvenv/lib/python3.11/urllib/request.py", line 496, in _call_chain
INTERNALERROR> E                 result = func(*args)
INTERNALERROR> E                          ^^^^^^^^^^^
INTERNALERROR> E               File "/usr/share/miniconda/envs/testvenv/lib/python3.11/urllib/request.py", line 643, in http_error_default
INTERNALERROR> E                 raise HTTPError(req.full_url, code, msg, hdrs, fp)
INTERNALERROR> E             urllib.error.HTTPError: HTTP Error 403: Forbidden
INTERNALERROR> E           assert False
INTERNALERROR> 
INTERNALERROR> /usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/xdist/dsession.py:200: AssertionError
INTERNALERROR> Traceback (most recent call last):
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/_pytest/main.py", line 285, in wrap_session
INTERNALERROR>     session.exitstatus = doit(config, session) or 0
INTERNALERROR>                          ^^^^^^^^^^^^^^^^^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/_pytest/main.py", line 339, in _main
INTERNALERROR>     config.hook.pytest_runtestloop(session=session)
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_hooks.py", line 513, in __call__
INTERNALERROR>     return self._hookexec(self.name, self._hookimpls.copy(), kwargs, firstresult)
INTERNALERROR>            ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_manager.py", line 120, in _hookexec
INTERNALERROR>     return self._inner_hookexec(hook_name, methods, kwargs, firstresult)
INTERNALERROR>            ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_callers.py", line 182, in _multicall
INTERNALERROR>     return outcome.get_result()
INTERNALERROR>            ^^^^^^^^^^^^^^^^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_result.py", line 100, in get_result
INTERNALERROR>     raise exc.with_traceback(exc.__traceback__)
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_callers.py", line 167, in _multicall
INTERNALERROR>     teardown.throw(outcome._exception)
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/_pytest/logging.py", line 807, in pytest_runtestloop
INTERNALERROR>     return (yield)  # Run all the tests.
INTERNALERROR>             ^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/pluggy/_callers.py", line 103, in _multicall
INTERNALERROR>     res = hook_impl.function(*args)
INTERNALERROR>           ^^^^^^^^^^^^^^^^^^^^^^^^^
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/xdist/dsession.py", line 123, in pytest_runtestloop
INTERNALERROR>     self.loop_once()
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/xdist/dsession.py", line 148, in loop_once
INTERNALERROR>     call(**kwargs)
INTERNALERROR>   File "/usr/share/miniconda/envs/testvenv/lib/python3.11/site-packages/xdist/dsession.py", line 188, in worker_workerfinished
INTERNALERROR>     self._active_nodes.remove(node)
INTERNALERROR> KeyError: <WorkerController gw0>
```

Labels: Bug