docs: Make documentation building fail on warning (#348)

* Make building the docs fail in case of warning
* Fix lightning broken links in the doc
---------
Co-authored-by: Valérian Rey <valerian.rey@gmail.com>

Author: PierreQuinton

docs/Makefile

@@ -3,7 +3,7 @@
 
 # You can set these variables from the command line, and also
 # from the environment for the first two.
-SPHINXOPTS    ?=
+SPHINXOPTS    ?= -W --keep-going -n
 SPHINXBUILD   ?= sphinx-build
 SOURCEDIR     = source
 BUILDDIR      = build

docs/source/conf.py

@@ -53,6 +53,7 @@
 intersphinx_mapping = {
     "python": ("https://docs.python.org/3", None),
     "torch": ("https://pytorch.org/docs/stable/", None),
+    "lightning": ("https://lightning.ai/docs/pytorch/stable/", None),
 }
 
 html_favicon = "icons/favicon.ico"

docs/source/examples/lightning_integration.rst

@@ -1,13 +1,13 @@
 PyTorch Lightning Integration
 =============================
 
-To use Jacobian descent with TorchJD in a :class:`~lightning.LightningModule`, you need to turn off
-automatic optimization by setting ``automatic_optimization`` to ``False`` and to customize the
-``training_step`` method to make it call the appropriate TorchJD method (:doc:`backward
-<../docs/autojac/backward>` or :doc:`mtl_backward <../docs/autojac/mtl_backward>`).
+To use Jacobian descent with TorchJD in a :class:`~lightning.pytorch.core.LightningModule`, you need
+to turn off automatic optimization by setting ``automatic_optimization`` to ``False`` and to
+customize the ``training_step`` method to make it call the appropriate TorchJD method
+(:doc:`backward <../docs/autojac/backward>` or :doc:`mtl_backward <../docs/autojac/mtl_backward>`).
 
 The following code example demonstrates a basic multi-task learning setup using a
-:class:`~lightning.LightningModule` that will call :doc:`mtl_backward
+:class:`~lightning.pytorch.core.LightningModule` that will call :doc:`mtl_backward
 <../docs/autojac/mtl_backward>` at each training iteration.
 
 .. code-block:: python