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Full documentation build fails since set_output('pandas') was merged #24652

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@lesteve

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@lesteve

https://github.com/scikit-learn/scikit-learn/actions/workflows/build-docs.yml?query=branch%3Amain

To reproduce locally:

EXAMPLES_PATTERN='plot_set_output|plot_scaling_importance' make html

The problem comes from the fact that examples are run in the same interpreter and may have side-effects on each other. Examples running after plot_set_output.py will have their transform_output set to 'pandas' and some fail because of this. Is this actually expected that some example fail if transform_output='pandas', I am not sure ...

The easiest fix is probably to reset the default output at the end of plot_set_output

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