Description
We already have some end-to-end examples/tutorials. These show how to accomplish a high level goal with this library ("how do I create a projection of my dataset using KPCovR").
It would be nice to also have "inline" examples inside the reference documentation, showing how to use each function separately ("how do I call FPS.fit with warm_start=True"). For a good example of how this would look like, see https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html#sklearn.decomposition.PCA.transform.
The standard tool to add such example in Python is called doctests: one write input code as if there was a python prompt (>>>); and the corresponding output. Then, there are tools to run the input code and check that output match. Check out the corresponding module in python standard library: https://docs.python.org/3/library/doctest.html
The first task for this issue would be to make sure doctests are part of the test suite checked on CI
We already have some classes with such examples (https://scikit-cosmo.readthedocs.io/en/latest/preprocessing.html#skcosmo.preprocessing.flexible_scaler.KernelNormalizer), but I think all classes should come with such a small example.
The second task for this issue would be to add doctests/examples to all classes in skcosmo.