CI: Add mambaforge to ci builds
Nice! Any sense of how much faster the environment building is? The conda incubator takes around 3 minutes I think. With conda it takes around 4 in a best case scenario. Unfortunately we have a lot of builds where this takes more than 15, while mamba should stay at around 3 for them. It will keep our build times consistent.

Unfortunately we have 2 failing pipelines which do seem relevant, will check what this is about Also add here https://github.com/pandas-dev/pandas/blob/master/.github/workflows/sdist.yml#L54 and here https://github.com/pandas-dev/pandas/blob/master/.github/workflows/asv-bot.yml#L44? This is not finished yet. I will have to figure out how to fix the installation issues before adding this somewhere else.  FYI, on my machine (macOS) those tests run fine when using the script.  This is not a test issue per se. Mamba resolves the dependencies differently, which results in different versions. The 3.9 build installs arrow 2.0.1 instead of 6.0.0, causing the tests to fail. I think I found a solution for this, but have to look a bit further What I meant to say is that for me Mamba seems to resolve correctly/in a way that doesn't break the tests. With the 3.9 dependency file? Could you post the output of conda info? @phofl see #44979, seems to work ok Yeah, would want to avoid the pin, but we'll see. Will finish this tomorrow after the setuptools pin is merged This is ready for review.

We have a few builds where creating the environment regularly takes more than one hour. Mamba does speed up the process a bit in general, but more important: it does not take forever in some instances.

The 3.9 envs are solved a bit weird. Hence I added the pyarrow pin, which avoids this do we still have pyarrow 1.* testing? Yep, for example in Database / Linux_py38_IO (ci/deps/actions-38-db-min.yaml)  thanks @phofl 