Looking at the documentation (e.g https://scikit-learn.org/stable/modules/generated/sklearn.metrics.RocCurveDisplay.html) I just realised that the examples reported in the displays are the ones invoking __init__. However, we request to use from_estimator and from_predictions. So we don't show enough examples or even not the ones that we want people to use.

@lesteve You know better than me sphinx-gallery. Do you know how we could solve this issue?
I was thinking that for those specific classes, we could make a new template derived from class.rst where we alter:

.. include:: {{module}}.{{objname}}.examples

to show the examples of the from_estimator and from_predictions methods instead?