Release 1.2.0rc1

[jeremiedbb]

• update news and what's new date in release branch
• update news and what's new date and sklearn dev0 version in main branch
• check that the for the release wheels can be built successfully
• merge the PR with [cd build] commit message to upload wheels to the staging repo
• upload the wheels and source tarball to https://test.pypi.org
• create tag on the main github repo
• confirm bot detected at
  https://github.com/conda-forge/scikit-learn-feedstock and wait for merge
• upload the wheels and source tarball to PyPI
• https://github.com/scikit-learn/scikit-learn/releases publish (except for RC)
• announce on mailing list and on Twitter, and LinkedIn
• update SECURITY.md in main branch (except for RC)

[adrinjalali]

We need to add "update SECURITY.md" on main to the list :)

[glemaitre]

We need to cherry-pick this one: #25054

[ogrisel]

We need to add "update SECURITY.md" on main to the list :)

This need to be updated in main once the 1.2.0 final is release. We don't need to do anything for the rc1 itself.

[jeremiedbb]

I backported what's needed to be backported, and updated the docs and version. The wheel builds are all green. Let's merge

[jeremiedbb]

I couldn't upload the wheels on PyPI (project size limit reached, 10GB). I put it on hold, and the PR on conda-forge as well, while I'm trying to get our project size to be increased (and/or we make room by deleting some old releases)