ci: check links in all MD files (#2012)

.github/workflows/ci-check-md-links.yml

@@ -0,0 +1,20 @@
+name: Check Markdown links
+# https://github.com/gaurav-nelson/github-action-markdown-link-check
+
+on:
+  push:
+    branches: [master, "release/*"]
+  pull_request:
+    branches: [master, "release/*"]
+    types: [opened, reopened, ready_for_review, synchronize]
+    paths:
+      - ".github/workflows/ci-check-md-links.yml"
+      - ".github/workflows/markdown.links.config.json"
+      - "**/*.md"
+
+jobs:
+  check-md-links:
+    if: github.event.pull_request.draft == false
+    uses: Lightning-AI/utilities/.github/workflows/check-md-links.yml@v0.9.0
+    with:
+      config-file: ".github/workflows/markdown.links.config.json"

.github/workflows/markdown.links.config.json

@@ -0,0 +1,15 @@
+{
+  "ignorePatterns": [
+    {
+      "pattern": "^https://github.com/Lightning-AI/torchmetrics/pull/.*"
+    },
+  ],
+  "httpHeaders": [
+      {
+        "urls": ["https://github.com/", "https://guides.github.com/", "https://help.github.com/", "https://docs.github.com/"],
+        "headers": {
+          "Accept-Encoding": "zstd, br, gzip, deflate"
+        }
+      }
+    ]
+}