CI/DOC: autodoc failures for DataFrame.sparse methods with latest sphinx

[jorisvandenbossche]

On master and on PRs, there is a CI failure:

WARNING: autodoc: failed to import method 'sparse.from_spmatrix' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.to_coo' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.to_dense' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.from_coo' from module 'Series'; the following exception was raised:
No module named 'Series'
WARNING: autodoc: failed to import method 'sparse.to_coo' from module 'Series'; the following exception was raised:
No module named 'Series'

Looking at the env of the failing ones and the last one that passed on master: sphinx upgraded from 3.1.1 to 3.1.2.

[jorisvandenbossche]

The 3.1.2 release seems to include several changes to autodoc: https://github.com/sphinx-doc/sphinx/blob/27ac10de04697e2372d31db5548e56a7c6d9265d/CHANGES#L63-L88