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I don't think we added a changelog entry for similar cases in the past. The scikit-learn code does not really change as long as we do not drop support for scipy versions that removed some deprecated metrics (at which point we should deprecate the scikit-learn counterpart).

Or shall we deprecate the scikit-learn counterparts right away, even? If so, we would need a changelog entry.

For could do so in a follow-up PR to keep this PR minimal and fix scipy-dev CI asap.

If we go the deprecation route, we can deprecate the 3 scipy metrics at once (matching, kulsinski and sokalmichener).

The coverage is of the diff of this PR is expected to be low. I think this is ready to review.

/cc @lesteve

I think that we can merge this PR as is. Then, we can make another PR to announce the deprecation of SokalMichenerDistance and ask people to use RogersTanimotoDistance instead.