User Guide and API documentation

[tuscland]

The README will shortly show its limits, so we want to develop a proper documentation.

From a bird's eye view, we need:

• Content: at minimal, an expanded version of the README, and the API reference.
• Hosting: a place to host the documentation, GH pages?
• Version control: make it so future documentation is available as pre-release, and also host older versions (just like scikit-learn docs).

[augustebaum]

I think Material for MkDocs is a good starting point (used by FastAPI)

[tuscland]

This is a good suggestion.

Just note that we should do a quick due diligence and compare it to sphinx (actually, the theme used by scikit-learn), and collect pros and cons. I know some people in the team would like us to follow unified conventions, but we can break them if we know there are a good reasons.

[tuscland]

We should use the same theme and system as scikit-learn (PyData theme for sphinx).

[thomass-dev]

Closed by #553 #582 #584.