Reference Issues/PRs

Follow up to #29793

What does this implement/fix? Explain your changes.

When using auto-complete on main I see:

This includes all the objects imported in the file including modules like functools. With this PR, I get this:

Any other comments?

Using api_reference as the source of truth leads to some inconsistencies. There are items are not in api_refernece, but are in an existing __all__. These are listed in sklearn/tests/test_imports_public.py as OBJECTS_NOT_IN_API_REFERENCE. The possible causes are:

1. A submodule (This is okay)
2. Reimported from somewhere else, and is documented there (This is also okay, but a bit weird to have two import locations)
3. Importable but not documented
4. Deprecated

I added some items into api_reference that seems like that should be documented in the first place.