Reorganize examples into different subsections

Sphinx gallery allows us to have subsections in examples. This means we can have a narrative between code, paragraphs, and images.

For example, the plot_permutation_importance example is separated into different subsections.

On the other hand, the plot_kernel_approximation example contains one big paragraph and a huge code block.

I proposal we update our examples to use this subsection structure. Now that we have binder support, it is nicer to have many code cells interlaced with the descriptions.

sprint attendee guideline

• Check out our example gallery and pick an example you’d like to work on (make sure it’s not already divided into sections!)

• Please comment below to indicate what example you’re working on

• Find the corresponding .py file in the examples subdirectory, modifiy it, and submit a PR

• To build your example locally and see what it looks like, use e.g. EXAMPLES_PATTERN=kernel_approximation make html from the docs folder (more details in the contributing to documentation section)

For inspiration on how to modify your example, look at how plot_permutation_importance.py interleaves text, code, and images. In particular, plt.show() is called multiple times, not just at the end of the file.

[NicolasHug]

@kellycarmody Most of our examples need to be re-organized, not just plot_kernel_approximation

[anuja-kelkar]

@NicolasHug I will work on plot_kernel_approximation example.