Add jupyter-lite to our sphinx-gallery

[GaelVaroquaux]

Describe the issue linked to the documentation

As in scikit-learn example, we would like to have the yellow "jupyter-lite" button to launch using jupyterlite/javascript

https://scikit-learn.org/stable/auto_examples/classification/plot_classifier_comparison.html

Suggest a potential alternative/fix

Sphinx-gallery has support for jupyterlite. It just needs to be configured (which can be hard).

Some inspiration can come from scikit-learn. Maybe @lesteve can help

[jovan-stojanovic]

Fixed with #633

[lesteve]

Nice 🎉