lsun docs (#4239)

Co-authored-by: Francisco Massa <fvsmassa@gmail.com>

torchvision/datasets/lsun.py

@@ -55,8 +55,10 @@ class LSUNClass(VisionDataset):
 
 
 class LSUN(VisionDataset):
-    """
-    `LSUN <https://www.yf.io/p/lsun>`_ dataset.
+    """`LSUN <https://www.yf.io/p/lsun>`_ dataset.
+
+    You will need to install the ``lmdb`` package to use this dataset: run
+    ``pip install lmdb``
 
     Args:
         root (string): Root directory for the database files.