MAINT use isort for imports (#948)

Author: glemaitre

.pre-commit-config.yaml

@@ -20,3 +20,7 @@ repos:
      -  id: mypy
         files: sklearn/
         additional_dependencies: [pytest==6.2.4]
+-   repo: https://github.com/PyCQA/isort
+    rev: 5.10.1
+    hooks:
+    -   id: isort

azure-pipelines.yml

@@ -45,11 +45,14 @@ jobs:
         versionSpec: '3.9'
     - bash: |
         # Include pytest compatibility with mypy
-        pip install pytest flake8 mypy==0.782 black==22.3
+        pip install pytest flake8 mypy==0.782 black==22.3 isort
       displayName: Install linters
     - bash: |
         black --check --diff .
       displayName: Run black
+    - bash: |
+        isort --check --diff .
+      displayName: Run isort
     - bash: |
         ./build_tools/azure/linting.sh
       displayName: Run linting