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Reference Issue
#1035
What does this PR implement/fix? Explain your changes.
Change sphinx autodoc configuration to use a dictionary instead of a list. I don't know when this was changed in sphinx, but I was able to pin down when this was changed in scikit-learn: scikit-learn/scikit-learn#13982
How should this PR be tested?
Build the docs locally with and without this PR using sphinx >= 3.X (the change isn't necessary for sphinx 2.X)