Fix broken links in the documentation

A follow-up of https://github.com/scikit-learn/scikit-learn/issues/23631.

**If you want to work on this**, please:
- do **one Pull Request per link**
- **add a comment in this issue saying which link you want to tackle** so that different people can work on this issue in parallel
- **mention this issue (`#25024`) in your Pull Request description** so that progress on this issue can more easily be tracked

Possible solutions for a broken link include:
- find a replacement for the broken link. In case of links to articles, being able to link to a resource where the article is openly accessible (rather than behind a paywall) would be nice.
- The link can be added to the `linkcheck_ignore` variable: https://github.com/scikit-learn/scikit-learn/blob/59473a91d4528503c63d71ad5843dac1b20a3d67/doc/conf.py#L590. This is the only thing to do for example when:
  + the link is broken with no replacement (for example in testimonials some companies were acquired and their website does not exist) 
  + the link works fine in a browser but is flagged as broken by `make linkcheck` tool. This may happen because some websites are trying to prevent bots to scrape the content of their website

Something that may be useful in the complicated cases is to search on the [Internet Archive](https://archive.org/web/web.php) for the broken link. You may be able to look at the old content and it may help you to find an appropriate link replacement.

List of broken links from a `make linkcheck` local run:
- [x] `https://devguide.python.org/triaging/#becoming-a-member-of-the-python-triage-team` governance.rst
  ```
  Anchor 'becoming-a-member-of-the-python-triage-team' not found
  ```
- [x] `https://pymc-devs.github.io/pymc/` related_projects.rst
  ```
  404 Client Error: Not Found for url: https://pymc-devs.github.io/pymc/
  ```
- [x] `https://tminka.github.io/papers/logreg/minka-logreg.pdf/` modules/linear_model.rst
  ```
  404 Client Error: Not Found for url: https://tminka.github.io/papers/logreg/minka-logreg.pdf/
  ```
- ~[ ] `https://pkgs.alpinelinux.org/packages?name=py3-scikit-learn` install.rst~
  ```
  HTTPSConnectionPool(host='pkgs.alpinelinux.org', port=443): Read timed out. (read timeout=10)
  ```
- [x] `https://www1.icsi.berkeley.edu/~stellayu/publication/doc/2003kwayICCV.pdf` modules/clustering.rst
  ```
  404 Client Error: Not Found for url: https://www1.icsi.berkeley.edu/~stellayu/publication/doc/2003kwayICCV.pdf
  ```
- ~[ ] `https://www.iro.umontreal.ca/~pift6266/A06/refs/backprop_old.pdf` modules/neural_networks_supervised.rst~
  ```
  HTTPSConnectionPool(host='www.iro.umontreal.ca', port=443): Max retries exceeded with url: /~pift6266/A06/refs/backprop_old.pdf (Caused by ConnectTimeoutError(<urllib3.connection.HTTPSConnection object at 0x7fda35c47790>, 'Connection to www.iro.umontreal.ca timed out. (connect timeout=10)'))
  ```
- [x] `https://github.com/joblib/threadpoolctl/#setting-the-maximum-size-of-thread-pools` computing/parallelism.rst
   ```
   Anchor 'setting-the-maximum-size-of-thread-pools' not found
   ```

COMMENT:
Indeed not sure why they were flagged as broken by `make linkcheck`. I updated the issue description to cross them out.

I added another one `https://github.com/joblib/threadpoolctl/#setting-the-maximum-size-of-thread-pools` that is a valid link and that needs to be added to `linkcheck_ignore` as explained in the issue description. You are welcome to work on it if you want!

Labels: Easy, good first issue, help wanted