[docs][python] simplify mocking in docs (#4830)

docs/conf.py

@@ -25,7 +25,6 @@
 from shutil import copytree
 from subprocess import PIPE, Popen
 from typing import Any, List
-from unittest.mock import Mock
 
 import sphinx
 from docutils.nodes import reference
@@ -40,22 +39,6 @@
 
 INTERNAL_REF_REGEX = compile(r"(?P<url>\.\/.+)(?P<extension>\.rst)(?P<anchor>$|#)")
 
-# -- mock out modules
-MOCK_MODULES = [
-    'dask',
-    'dask.distributed',
-    'datatable',
-    'graphviz',
-    'matplotlib',
-    'numpy',
-    'pandas',
-    'scipy',
-    'scipy.sparse',
-    'sklearn'
-]
-for mod_name in MOCK_MODULES:
-    sys.modules[mod_name] = Mock()
-
 
 class InternalRefTransform(Transform):
     """Replaces '.rst' with '.html' in all internal links like './[Something].rst[#anchor]'."""
@@ -109,7 +92,19 @@ def run(self) -> List:
     "inherited-members": True,
     "show-inheritance": True,
 }
-
+# mock out modules
+autodoc_mock_imports = [
+    'dask',
+    'dask.distributed',
+    'datatable',
+    'graphviz',
+    'matplotlib',
+    'numpy',
+    'pandas',
+    'scipy',
+    'scipy.sparse',
+    'sklearn'
+]
 # hide type hints in API docs
 autodoc_typehints = "none"