Add documentation for Mars on Ray (#10468)

* Add documentation for Mars on Ray

* Update mars_on_ray.rst

* refine according to comments

Co-authored-by: hekaisheng <kaisheng.hks@alibaba-inc.com>
Co-authored-by: Eric Liang <ekhliang@gmail.com>

doc/source/index.rst

@@ -211,6 +211,7 @@ Papers
    iter.rst
    pandas_on_ray.rst
    dask-on-ray.rst
+   mars-on-ray.rst
 
 .. toctree::
    :hidden:

doc/source/mars-on-ray.rst

@@ -0,0 +1,56 @@
+Mars on Ray
+============
+
+.. _`issue on GitHub`: https://github.com/mars-project/mars/issues
+
+
+`Mars`_ Mars is a tensor-based unified framework for large-scale data computation which scales Numpy, Pandas and Scikit-learn.
+Mars on Ray makes it easy to scale your programs with a Ray cluster.
+
+.. note::
+
+  This API is experimental in Mars. If you encounter any bugs, please file an `issue on GitHub`_.
+
+
+.. _`Mars`: https://docs.pymars.org
+
+
+Installation
+-------------
+You can simply install Mars via pip:
+
+.. code-block:: bash
+
+    pip install pymars>=0.6.0a1
+
+
+Getting started
+----------------
+
+It's easy to run Mars jobs on a Ray cluster. Use ``from mars.session import new_session``
+and run ``new_session(backend='ray').as_default()``; this will create
+a Mars session for Ray as the default session, and then all Mars tasks will be
+submitted to Ray. Arguments will be passed to ``ray.init()`` when
+creating a Mars session like this:
+``new_session(backend='ray', address=<address>, num_cpus=<num_cpus>)``.
+
+
+.. code-block:: python
+
+    from mars.session import new_session
+    ray_session = new_session(backend='ray').as_default()
+
+    import mars.dataframe as md
+    import mars.tensor as mt
+
+    t = mt.random.rand(100, 4, chunk_size=30)
+    df = md.DataFrame(t, columns=list('abcd'))
+    print(df.describe().execute())
+
+
+.. warning::
+
+  `Mars remote API`_ is not available for now.
+
+
+.. _`Mars remote API`: https://docs.pymars.org/en/latest/getting_started/remote.html