[Doc] Document dataset loader registry

Author: vmoens

docs/source/reference/data_datasets.rst

@@ -14,6 +14,54 @@ The TED format is TorchRL's standard data layout for offline RL datasets. It str
 trajectories as nested tensors where each element contains the full trajectory data,
 making it efficient for sequence-based sampling and training.
 
+
+Dataset loading registry
+------------------------
+
+Many offline datasets can be constructed from a compact string identifier with
+:func:`~torchrl.data.datasets.load_dataset`. The identifier is split as
+``"<source>:<dataset-id>"``. The ``source`` prefix selects a registered dataset
+factory and the remainder is forwarded as the first constructor argument, with
+any extra keyword arguments forwarded unchanged.
+
+TorchRL registers the built-in dataset families at import time, including
+``"atari"``, ``"atari_dqn"``, ``"d4rl"``, ``"gen_dgrl"``, ``"lerobot"``,
+``"minari"``, ``"openml"``, ``"openx"``, ``"roboset"``, and ``"vd4rl"``.
+For example:
+
+.. code-block:: python
+
+    from torchrl.data.datasets import load_dataset
+
+    dataset = load_dataset("d4rl:halfcheetah-medium-v2", batch_size=256)
+    minari_dataset = load_dataset(
+        "minari:mujoco/hopper/expert-v0",
+        batch_size=256,
+        split_trajs=True,
+    )
+
+Projects can add their own sources with
+:func:`~torchrl.data.datasets.register_dataset`. A registered factory can be a
+callable or a lazy import string of the form ``"module:attribute"``. Factories
+are called as ``factory(dataset_id, **kwargs)``.
+
+.. code-block:: python
+
+    from torchrl.data.datasets import load_dataset, register_dataset
+
+    class MyDataset:
+        def __init__(self, dataset_id, *, batch_size):
+            self.dataset_id = dataset_id
+            self.batch_size = batch_size
+
+    register_dataset("my_backend", MyDataset)
+    dataset = load_dataset("my_backend:my-task-v0", batch_size=128)
+
+    register_dataset(
+        "my_lazy_backend",
+        "my_package.datasets:MyDataset",
+    )
+
 .. autosummary::
     :toctree: generated/
     :template: rl_template.rst