Convert documentation to mkdocs

[PGijsbers]

In order to be able to generate openml-wide documentation that incorporates the documentation of the different programmatic interfaces, we have decided that each subproject should provide their documentation in mkdocs format.

[PGijsbers]

See the https://github.com/openml/openml-python/tree/docs/mkdoc branch already builds the docs, but there are some files that needed to be converted to another format. Primarily the examples to Jupytext. Also some other formatting couldn't be transformed automatically.
There should be some doc pages built already when you do python -m mkdocs serve.