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Now that there are more examples in the documentation, generating the plots and updating the gallery list is becoming a chore. sphinx-gallery automates this, and is what is used by matplotlib to generate their galleries. This PR adds sphinx-gallery to the project and migrates the examples to use it.
One upside of this is that the generated images are no longer included in the repository which will save on repository file size as we add more examples. One downside of this is that the documentation now takes longer to build.