[tune] Docs for tune-sklearn (#9129)

Co-authored-by: krfricke <krfricke@users.noreply.github.com>

python/ray/tune/examples/README.rst

@@ -14,6 +14,7 @@ General Examples
 - `async_hyperband_example <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/async_hyperband_example.py>`__: Example of using a Trainable class with AsyncHyperBandScheduler.
 - `hyperband_example <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/hyperband_example.py>`__: Example of using a Trainable class with HyperBandScheduler. Also uses the Experiment class API for specifying the experiment configuration. Also uses the AsyncHyperBandScheduler.
 - `pbt_example <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/pbt_example.py>`__: Example of using a Trainable class with PopulationBasedTraining scheduler.
+- `PBT with Function API <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/pbt_function.py>`__: Example of using the function API with a PopulationBasedTraining scheduler.
 - `pbt_ppo_example <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/pbt_ppo_example.py>`__: Example of optimizing a distributed RLlib algorithm (PPO) with the PopulationBasedTraining scheduler.
 - `logging_example <https://github.com/ray-project/ray/blob/master/python/ray/tune/examples/logging_example.py>`__: Example of custom loggers and custom trial directory naming.
 

python/ray/tune/sklearn.py

@@ -0,0 +1,14 @@
+import logging
+
+logger = logging.getLogger(__name__)
+
+TuneSearchCV = None
+TuneGridSearchCV = None
+
+try:
+    from tune_sklearn import TuneSearchCV, TuneGridSearchCV
+except ImportError:
+    logger.info("tune_sklearn is not installed. Please run "
+                "`pip install tune-sklearn`.")
+
+__all__ = ["TuneSearchCV", "TuneGridSearchCV"]