Docs: Add mkdocs inventories

[melisande-c]

I recently discovered that mkdocs can use inventories to link to documentation of external types. We use a lot of external types, such as from pytorch-lightning and it would be nice to automatically link to external API references. Haven't fully looked into it, and I assume external libraries need to make their inventories accessible somewhere.

[jdeschamps]

That'd be awesome!

In general there's a bit of work on the code documentation itself since I don't find it readable at all currently...