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ping @ArturoAmorQ for review.

Hi @yuanx749, Nicely done!, just a few suggestions here, in case they can help improve the readability and navigation for make_classification:

• If my understanding is correct here, modifying the doc strings under _sample_generator.py adds it to make_classification api reference. With the intention to not overwhelm the reader and the fact that the same example under Plot randomly generated classification dataset is in the user guide, would it be better to add the code part such that it shows up here: user guide
• We can then modify the line under make_classification to something like: For an example usage and to learn mode, please refer to the: User Guide
  @ArturoAmorQ wdyt?

Either way, please update the redirects part under doc/conf.py depending on the approach approved.