[docs] Convert Examples to Gallery

[richardliaw]

What do these changes do?

Converts the documentation examples into rst and provides autodownload
in form of:

1. ipynb
2. python file

TODOs:

• Make sure python files are built and tested are jenkins.

The point of this PR is not a full fix of the gallery but rather just to put together the infrastructure for others to build on.

This does not affect existing examples.

Linter

• I've run scripts/format.sh to lint the changes in this PR.

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[edoakes]

Cool idea, it's mostly there. Just a little bit of cleanup on the examples (I realize that most of that code was already existing but might as well improve it as part of our docs effort) and the directives code.

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fixed issues - ptal

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