[docs] improve docs for sklearn wrapper (fixes #4479) (#5026)

* improve docs for sklearn wrapper

* empty commit

* install add scikit-learn to conda environment for building docs

docs/README.rst

@@ -58,6 +58,8 @@ Note that this will not build the R documentation.
 Consider using common R utilities for documentation generation, if you need it.
 Or use the Docker-based approach described above to build the R documentation locally.
 
+Optionally, you may also install ``scikit-learn`` and get richer documentation for the classes in ``Scikit-learn API``.
+
 If you faced any problems with Doxygen installation or you simply do not need documentation for C code, it is possible to build the documentation without it:
 
 .. code:: sh

docs/conf.py

@@ -103,8 +103,11 @@ autodoc_mock_imports = [
     'pandas',
     'scipy',
     'scipy.sparse',
-    'sklearn'
 ]
+try:
+    import sklearn
+except ImportError:
+    autodoc_mock_imports.append('sklearn')
 # hide type hints in API docs
 autodoc_typehints = "none"
 

docs/env.yml

@@ -13,5 +13,6 @@ dependencies:
   - r-pkgdown=1.6.1
   - r-rmarkdown=2.11
   - r-roxygen2=7.1.2
+  - scikit-learn
   - sphinx
   - "sphinx_rtd_theme>=0.5"