[WIP] DOC - add example of scikit-learn GridSearchCV

[Badr-MOUFAD]

This verifies that we do support scikit-learn GridSearchCV and thereby adds an example to the documentation to illustrate that.

[mathurinm]

@Badr-MOUFAD thanks! the example name must start with plot_ otherwise it is not run (that's why there is a running time of 0s here: https://output.circle-artifacts.com/output/job/ce6fb6a7-a421-48ad-b1e3-554d3621231d/artifacts/0/dev/auto_examples/grid_search_cv.html#sphx-glr-auto-examples-grid-search-cv-py)

In addition can you add a plot inside the example, to make the example visual ? (and so that sphinx picks it up as a thumbnail)