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[DOCS] Example usage in docstring #596

@FBruzzesi

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@FBruzzesi

As discussed in #586, although most of the library features are documented in the user guide, the best way to showcase how to access and use each class/function would be a minimal example usage in the docstrings. And this is currently covered only for a subset of the library features.

Here the list of all the remaining classes that would benefit from it:

As an instance of such minimal example you can refer to QuantileRegression docstring section, which renders as in its API section.

If possible try to add one unique example covering the relevant features and methods in the top level docstring of the class.

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