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Sphinx issue with autosummary #17771

@glemaitre

Description

@glemaitre

@thomasjpfan By building the documentation from scratch I have the following issue:

ARNING: the custom_autosummary_new_suffix extension does not declare if it is safe for parallel reading, assuming it isn't - please ask the extension author to check and make it explicit
WARNING: doing serial read
/home/glemaitre/Documents/packages/scikit-learn/doc/modules/classes.rst.rst:115: WARNING: autosummary: stub file not found 'sklearn.cluster.dbscan'. Check your autosummary_generate setting.
/home/glemaitre/Documents/packages/scikit-learn/doc/modules/classes.rst.rst:184: WARNING: autosummary: stub file not found 'sklearn.covariance.oas'. Check your autosummary_generate setting.
/home/glemaitre/Documents/packages/scikit-learn/doc/modules/classes.rst.rst:325: WARNING: autosummary: stub file not found 'sklearn.decomposition.fastica'. Check your autosummary_generate setting.
looking for now-outdated files... none found
pickling environment... done
checking consistency... /home/glemaitre/Documents/packages/scikit-learn/doc/modules/generated/sklearn.cluster.dbscan-lowercase.rst: WARNING: document isn't included in any toctree
/home/glemaitre/Documents/packages/scikit-learn/doc/modules/generated/sklearn.covariance.oas-lowercase.rst: WARNING: document isn't included in any toctree
/home/glemaitre/Documents/packages/scikit-learn/doc/modules/generated/sklearn.decomposition.fastica-lowercase.rst: WARNING: document isn't included in any toctree
done
preparing documents... done
/home/glemaitre/Documents/packages/scikit-learn/doc/glossary.rst:502: WARNING: term Unlabeled data not found in case sensitive match.made a reference to unlabeled data instead.
/home/glemaitre/Documents/packages/scikit-learn/doc/glossary.rst:975: WARNING: term Estimator not found in case sensitive match.made a reference to estimator instead.
/home/glemaitre/Documents/packages/scikit-learn/doc/glossary.rst:1201: WARNING: term Transductive not found in case sensitive match.made a reference to transductive instead.
/home/glemaitre/Documents/packages/scikit-learn/doc/glossary.rst:1297: WARNING: term Multilabel not found in case sensitive match.made a reference to multilabel instead.

Since we are only reporting diff of change file, not all PRs are failing but the following is an example: #17743

In the PR there are no changes regarding fastica/oas.

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