fix set_transform link docs (#26856)

* fix set_transform link

* Update docs/source/en/preprocessing.md
Co-authored-by: Arthur <48595927+ArthurZucker@users.noreply.github.com>

* use doc-builder sintax

---------
Co-authored-by: Arthur <48595927+ArthurZucker@users.noreply.github.com>

docs/source/en/preprocessing.md

@@ -412,8 +412,7 @@ If you wish to normalize images as a part of the augmentation transformation, us
 and `image_processor.image_std` values.
 </Tip>
 
-3. Then use 🤗 Datasets [`set_transform`](https://huggingface.co/docs/datasets/process.html#format-transform) to apply the transforms on the fly:
-
+3. Then use 🤗 Datasets[`~datasets.Dataset.set_transform`] to apply the transforms on the fly:
 ```py
 >>> dataset.set_transform(transforms)
 ```