Remove the dependency on pygam

[jeongyoonlee]

Is your feature request related to a problem? Please describe.
pygam pins scipy < 1.12, which blocks the use of numpy 2.x and Cython 3.x.

Describe the solution you'd like
Currently, it is used in propensity.calibrate().

We can evaluate alternative calibration methods, e.g., scikit-learn's probability calibration.

Describe alternatives you've considered
Alternatively, we can work on pygam directly to see if we can make it work with scipy >= 1.12

Additional context
N/A