Seaborn raising warning on the DOC

### Describe the bug

Some examples in the documentation are raising
```python-traceback
UserWarning: Trying to register the cmap 'rocket' which already exists.
```
Example: https://scikit-learn.org/stable/auto_examples/inspection/plot_linear_model_coefficient_interpretation.html
The problem is not there when I build locally (seaborn version 0.11.2).

Maybe we can add a package constraint?

### Steps/Code to Reproduce

```python
import seaborn as sns
```

### Expected Results

No UserWarning raised.

### Actual Results

```python-traceback
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'rocket' which already exists.
  mpl_cm.register_cmap(_name, _cmap)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1583: UserWarning: Trying to register the cmap 'rocket_r' which already exists.
  mpl_cm.register_cmap(_name + "_r", _cmap_r)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'mako' which already exists.
  mpl_cm.register_cmap(_name, _cmap)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1583: UserWarning: Trying to register the cmap 'mako_r' which already exists.
  mpl_cm.register_cmap(_name + "_r", _cmap_r)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'icefire' which already exists.
  mpl_cm.register_cmap(_name, _cmap)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1583: UserWarning: Trying to register the cmap 'icefire_r' which already exists.
  mpl_cm.register_cmap(_name + "_r", _cmap_r)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'vlag' which already exists.
  mpl_cm.register_cmap(_name, _cmap)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1583: UserWarning: Trying to register the cmap 'vlag_r' which already exists.
  mpl_cm.register_cmap(_name + "_r", _cmap_r)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'flare' which already exists.
  mpl_cm.register_cmap(_name, _cmap)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1583: UserWarning: Trying to register the cmap 'flare_r' which already exists.
  mpl_cm.register_cmap(_name + "_r", _cmap_r)
/home/circleci/miniconda/envs/testenv/lib/python3.9/site-packages/seaborn/cm.py:1582: UserWarning: Trying to register the cmap 'crest' which already exists.
```

### Versions

```shell
System:
    python: 3.9.9 | packaged by conda-forge | (main, Dec 20 2021, 02:41:03)  [GCC 9.4.0]
executable: /home/arturoamor/miniforge3/envs/dev-scikit-learn/bin/python
   machine: Linux-5.14.0-1044-oem-x86_64-with-glibc2.31

Python dependencies:
      sklearn: 1.2.dev0
          pip: 21.3.1
   setuptools: 60.5.0
        numpy: 1.22.1
        scipy: 1.7.3
       Cython: 0.29.26
       pandas: 1.3.5
   matplotlib: 3.5.1
       joblib: 1.1.0
threadpoolctl: 3.0.0

Built with OpenMP: True

threadpoolctl info:
       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: /home/arturoamor/miniforge3/envs/dev-scikit-learn/lib/python3.9/site-packages/numpy.libs/libopenblas64_p-r0-2f7c42d4.3.18.so
        version: 0.3.18
threading_layer: pthreads
   architecture: SkylakeX
    num_threads: 8

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: /home/arturoamor/miniforge3/envs/dev-scikit-learn/lib/python3.9/site-packages/scipy.libs/libopenblasp-r0-8b9e111f.3.17.so
        version: 0.3.17
threading_layer: pthreads
   architecture: SkylakeX
    num_threads: 8

       user_api: openmp
   internal_api: openmp
         prefix: libgomp
       filepath: /home/arturoamor/miniforge3/envs/dev-scikit-learn/lib/libgomp.so.1.0.0
        version: None
    num_threads: 8
```

COMMENT:
https://github.com/sphinx-gallery/sphinx-gallery/issues/968 will fix it although we need a sphinx-gallery release plus an update of the lock files so that the problem is actually fixed in the scikit-learn doc.

If we really decide we can not wait, we can very likely fix it via the sphinx-gallery reset functionality: https://github.com/sphinx-gallery/sphinx-gallery/issues/968 by something like this:
```py
sphinx_gallery_conf = {
    ...
    'reset_modules': ('matplotlib', sklearn_seaborn_reset),
}

def sklearn_seaborn_reset(*args, **kwargs):
    seaborn_module = sys.modules.get('seaborn')
    if seaborn_module is not None:
        seaborn_module.reset_defaults()
```

Labels: Bug, Documentation