MNT - Removes sklearn-intelex and updates changelog

[lazarust]

Reference Issues/PRs

Brought up in #394

What does this implement/fix? Explain your changes.

Removes sklearn-intelex

Any other comments?

[adrinjalali]

we have a page in our documentation which uses this, and it's used in the API as well, those need to be removed as well.

[lazarust]

@adrinjalali Sorry about that, everything should be removed now!

[adrinjalali]

I think there's also a dead link here, the whole paragraph should be removed

- Using Intel(R) Extension for scikit-learn:
    :ref:`sphx_glr_auto_examples_plot_intelex.py` is an example of using
    Intel(R) Extension for scikit-learn to speed up inference of classical
    machine learning algorithms and how performance-optimized models work with
    Hugging Face Hub.

in examples.rst

[adrinjalali]

Thank you very much @lazarust