Thanks for the comments, @jjerphan!

You can find them in this commit: jjerphan@ede9eec.

How do I fetch/implement your commit?

@ArturoAmorQ: if you give me rights to create PRs to your repo, then I can create a PR for this specific commit.

Alternatively if you add my fork as a remote and fetch its content, you should then be able to cherry-pick the commit.

git remote add jjerphan git@github.com:jjerphan/scikit-learn.git
git fetch jjerphan
git cherry-pick ede9eec

@ArturoAmorQ: if you give me rights to create PRs to your repo, then I can create a PR for this specific commit.

Alternatively if you add my fork as a remote and fetch its content, you should then be able to cherry-pick the commit.

git remote add jjerphan git@github.com:jjerphan/scikit-learn.git
git fetch jjerphan
git cherry-pick ede9eec

I did both, in case it's needed in the future. Thanks again!

This PR would make the example on BayesianRidge plot_bayesian_ridge.py redundant.
One possibility is to suppress it in favor of this reworked example.

We should remove this example. We only need to create a redirection of this suppressed example to the new one at the following location in the doc conf.py:

https://github.com/scikit-learn/scikit-learn/blob/main/doc/conf.py#L249-L256

Thanks for your time and comments @jjerphan and @glemaitre :)

Thanks @ArturoAmorQ LGTM