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:
@prithivcendrol could you please inspect some information about the public IP address of the host doing the query to figshare with a tool like:

- from the Linux/macOS command line

```python
curl ipinfo.io
```

- from a Jupyter notebook cell on a Linux/macOS machine with curl installed:

```python
!curl ipinfo.io
```

- from a Python script (any OS)

```python
from urllib.request import urlopen
import json
from pprint import pprint

pprint(json.load(urlopen("https://ipinfo.io")))
```

when the 403 error happens? That would help us understand if the problem is specific to queries come from specific cloud data centers or regions of the world.

Note that some information return by this command, please feel free to edit things out and only keep coarse grained info.

Labels: Bug