DOC gallery example for callback support in custom estimators (scikit-learn#34064)

Co-authored-by: Olivier Grisel <olivier.grisel@ensta.org>
Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Author: 3 people

doc/developers/callback_support.rst

@@ -240,6 +240,6 @@ Here is a typical implementation of callback support in a custom estimator:
             return self
 
 
-.. TODO: add link to example
-.. For a more detailed example of how to make a custom estimator or meta-estimator
-.. compatible with scikit-learn's callback API, you can refer to this example :
+For a more detailed example of how to make a custom estimator or meta-estimator
+compatible with scikit-learn's callback API, you can refer to this example :
+:ref:`sphx_glr_auto_examples_callbacks_plot_callback_support.py`.