Please try to run build_tools/update_environments_and_lock_files.py for the doc builds and commit the resulting lock files to see if it can make the documentation generation work on this PR.

python build_tools/update_environments_and_lock_files.py --select-build doc

Ok the build is fixed but the plotly output does not show-up. There is some additional configuration required, see for instance:

https://sphinx-gallery.github.io/dev/auto_examples/plot_9_plotly.html

Also it would be interesting to do a scatter plot of the result of the hyper-parameter search that compares mean test accuracy vs mean score duration. This can be done with plotly as in https://nbviewer.org/github/ogrisel/notebooks/blob/master/sklearn_demos/ames_housing.ipynb

We need to make sure that HTTP links for the previous example (examples/model_selection/grid_search_text_feature_extraction.py) redirect to the new example (examples/model_selection/plot_grid_search_text_feature_extraction.py).

We should have something done for that in the conf.py.

To redirect the examples, it is in doc/conf.py and check the following:

# redirects dictionary maps from old links to new links
redirects = {
    "documentation": "index",
    "auto_examples/feature_selection/plot_permutation_test_for_classification": (
        "auto_examples/model_selection/plot_permutation_tests_for_classification"
    ),
    "modules/model_persistence": "model_persistence",
    "auto_examples/linear_model/plot_bayesian_ridge": (
        "auto_examples/linear_model/plot_ard"
    ),
}
html_context["redirects"] = redirects
for old_link in redirects:
    html_additional_pages[old_link] = "redirects.html"

LGTM. Thank you, @ArturoAmorQ.

As always, thank you all for your comments!