add sphinx-build in tox

tox.ini

@@ -4,7 +4,7 @@
 # and then run "tox" from this directory.
 
 [tox]
-envlist = py27,py35,flake8,pylint
+envlist = py27,py35,flake8,pylint,sphinx
 skip_missing_interpreters = False
 
 [travis]
@@ -72,3 +72,28 @@ deps =
     pylint==2.1.1
 commands =
     python -m pylint --rcfile=.pylintrc -j 0 src/sagemaker
+
+[testenv:sphinx]
+basepython = python3
+changedir = doc
+# Based on: https://github.com/rtfd/readthedocs.org/blob/8f0c78dde5edcc85acf90462a8518735a25482d3/readthedocs/doc_builder/python_environments.py#L263
+install_command = python -m pip install --upgrade -I {packages}
+# Based on: https://github.com/rtfd/readthedocs.org/blob/8f0c78dde5edcc85acf90462a8518735a25482d3/readthedocs/doc_builder/python_environments.py#L280
+deps =
+    Pygments==2.2.0
+    setuptools<40
+    docutils==0.13.1
+    mock==1.0.1
+    pillow==2.6.1
+    alabaster>=0.7,<0.8,!=0.7.5
+    commonmark==0.5.4
+    recommonmark==0.4.0
+    sphinx<1.8
+    sphinx-rtd-theme<0.5
+    readthedocs-sphinx-ext<0.6
+# pip install requirements.txt is separate as RTD does it in separate steps
+# having the requirements.txt installed in deps above results in Double Requirement exception
+# https://github.com/pypa/pip/issues/988
+commands =
+    pip install --exists-action=w -r requirements.txt
+    sphinx-build -T -W -b html -d _build/doctrees-readthedocs -D language=en . _build/html