[Doc] Note for HeteroGraphConv / Doc build problems (#3149)

* Doc: HetGConv note for `edge_type_subgraph`

For the rational behind this note see the discussion in #3003.

* WIP: Requirements for building the docs.

Had to install all these packages to get further with building the docs.

Didn't successfully build them yet, tho.

* Test

* Update

* Update hetero.py

* Update hetero.py
Co-authored-by: Ubuntu <ubuntu@ip-172-31-13-32.us-west-2.compute.internal>
Co-authored-by: Mufei Li <mufeili1996@gmail.com>

docs/README.md

@@ -6,7 +6,12 @@ Requirements
 * sphinx
 * sphinx-gallery
 * sphinx_rtd_theme
-* Both pytorch and mxnet installed.
+* sphinx_copybutton
+* torch
+* mxnet
+* pillow
+* matplotlib
+
 
 Build documents
 ---------------

python/dgl/nn/tensorflow/hetero.py

@@ -88,6 +88,13 @@ class HeteroGraphConv(layers.Layer):
     >>> print(y_dst.keys())
     dict_keys(['user', 'game'])
 
+    Notes
+    -----
+
+    HeteroGraphConv requires that there is a module for every ``'etype'`` in an input graph.
+    If you want to apply HeteroGraphConv to a subset of a graph's ``'etypes'``, you must
+    create a new graph using for example :func:`~dgl.edge_type_subgraph()`.
+
     Parameters
     ----------
     mods : dict[str, nn.Module]