"reference target not found" in doc build of nilearn with sklearn 1.3.0: metadata_routing ?

### Describe the bug

The build of the doc of nilearn is throwing new warnings since the release of the new version of sklearn.

The main ones look like the 2 examples below:

```
2023-07-03T08:27:09.5655542Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/connectivity_matrices.py:docstring of 
sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class 
reference target not found: utils.metadata_routing.MetadataRequest

2023-07-03T08:27:09.5704758Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages
/nilearn/connectome/connectivity_matrices.py:docstring of 
sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class 
reference target not found: pipeline.Pipeline
```

Is this related to the way metadata routing is now handled ?

I tried:
- implement the new experimental feature flag for metadata_routing but the warnings are still there


Issue tracked on nilearn here: https://github.com/nilearn/nilearn/issues/3800

### Steps/Code to Reproduce

clone repo
```bash
git clone https://github.com/nilearn/nilearn.git
cd nilearn
```

install in a virtual env
```bash
pip install -e .[dev]
```

update doc/conf.py with 
```python
nitpicky = True
```

Run doc build
```bash
cd doc
make html-noplot
```

### Expected Results

The doc to build without warnings (we treat warnings as error in CI).

### Actual Results

The following warnings are thrown during the build.

<details>
<summary>List of warnings</summary>
<pre>
2023-07-03T08:27:09.5655542Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/connectivity_matrices.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5704758Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/connectivity_matrices.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5705945Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/connectivity_matrices.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5707157Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5708332Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5709695Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5710839Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/connectome/group_sparse_cov.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5712002Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5713315Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5714394Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5715619Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5716744Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5717811Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5718936Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5720042Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5721179Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5722300Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5723417Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5724479Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/decoder.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5725694Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/searchlight.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5726833Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/searchlight.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5727980Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5729164Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5730226Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5731365Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5732518Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5733581Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decoding/space_net.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5734723Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5735841Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5736974Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5738050Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5739116Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/canica.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5740274Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5741432Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5742591Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5743675Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5744743Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/decomposition/dict_learning.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5745953Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/first_level/first_level.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5747081Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/first_level/first_level.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5748307Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/second_level/second_level.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5749472Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/glm/second_level/second_level.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5750617Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/base_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5751735Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/base_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5753064Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5754316Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5755413Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5756517Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5757698Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5758953Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5760052Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5761155Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5762374Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5763513Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5764668Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/multi_nifti_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5765829Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5770087Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5771377Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5772477Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_labels_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5773806Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5774946Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5776046Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5777130Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_maps_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5778363Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5779488Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5780564Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5781790Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_spheres_masker.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5782945Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_spheres_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5784100Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/maskers/nifti_spheres_masker.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5785378Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/hierarchical_kmeans_clustering.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5786564Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/hierarchical_kmeans_clustering.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5787750Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5788870Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5790021Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5791096Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5792175Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/parcellations.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5793445Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/rena_clustering.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5794666Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/rena_clustering.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5795819Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/region_extractor.py:docstring of sklearn.utils._metadata_requests._MetadataRequester.get_metadata_routing:11: WARNING: py:class reference target not found: utils.metadata_routing.MetadataRequest
2023-07-03T08:27:09.5796963Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/region_extractor.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5798120Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/region_extractor.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
2023-07-03T08:27:09.5799218Z /usr/share/miniconda3/envs/testenv/lib/python3.9/site-packages/nilearn/regions/region_extractor.py:docstring of sklearn.utils._metadata_requests.RequestMethod.__get__.<locals>.func:26: WARNING: py:class reference target not found: pipeline.Pipeline
</pre>
</details>

### Versions

```shell
System:
    python: 3.11.3 (main, Apr 19 2023, 23:54:32) [GCC 11.2.0]
executable: /home/remi/github/nilearn/env/bin/python
   machine: Linux-6.1.0-1015-oem-x86_64-with-glibc2.35

Python dependencies:
      sklearn: 1.3.0
          pip: 23.1.2
   setuptools: 67.8.0
        numpy: 1.25.0
        scipy: 1.11.1
       Cython: None
       pandas: 2.0.3
   matplotlib: 3.7.1
       joblib: 1.3.1
threadpoolctl: 3.1.0

Built with OpenMP: True

threadpoolctl info:
       user_api: openmp
   internal_api: openmp
         prefix: libgomp
       filepath: /home/remi/github/nilearn/env/lib/python3.11/site-packages/scikit_learn.libs/libgomp-a34b3233.so.1.0.0
        version: None
    num_threads: 12

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: /home/remi/github/nilearn/env/lib/python3.11/site-packages/numpy.libs/libopenblas64_p-r0-7a851222.3.23.so
        version: 0.3.23
threading_layer: pthreads
   architecture: Haswell
    num_threads: 12

       user_api: blas
   internal_api: openblas
         prefix: libopenblas
       filepath: /home/remi/github/nilearn/env/lib/python3.11/site-packages/scipy.libs/libopenblasp-r0-23e5df77.3.21.dev.so
        version: 0.3.21.dev
threading_layer: pthreads
   architecture: Haswell
    num_threads: 12
```

COMMENT:
I think it may come from here https://github.com/scikit-learn/scikit-learn/blob/7f9bad99d6e0a3e8ddf92a7e5561245224dab102/sklearn/utils/_metadata_requests.py#L1252 and here https://github.com/scikit-learn/scikit-learn/blob/7f9bad99d6e0a3e8ddf92a7e5561245224dab102/sklearn/utils/_metadata_requests.py#L976. Concerning the first one, I think there is supposed to be a link to `MetadataRequest` in the returns in the scikit-learn documentation here: https://scikit-learn.org/stable/modules/generated/sklearn.base.BaseEstimator.html#sklearn.base.BaseEstimator.get_metadata_routing but it's not clickable

Labels: Bug