Fix Python doc links in Docs and add HdfsSink back

[Yuqing-cat]

Fix the side effect of #198

• Update all Python doc links in docs
• Add HdfsSink into __all__ section of feathr_project/feathr/__init__.py
• Add notes in docs/dev_guide/update_python_docs.md

Note:

• As mentioned in docs/dev_guide/update_python_docs.md:
  • Add an __all__ section in __init__.py (see code here). Every components that are included in the __all__ section is exposed to end users. Others are not exposed in the pydocs.

I'm not sure if the HdfsSink is not included by design. If it shouldn't expose to users, then the section in docs/concepts/feature-generation.md should be removed.

[xiaoyongzhu]

Thanks! In order to make it a bit more user friendly (i.e. users can import from the feathr module, it's a bit manual to add user facing APIs there.

There were some automated ways, but seems they are too automated and need many manual changes to tell whether a certain API is needed or not.

[Yuqing-cat]

Thanks! In order to make it a bit more user friendly (i.e. users can import from the feathr module, it's a bit manual to add user facing APIs there.

There were some automated ways, but seems they are too automated and need many manual changes to tell whether a certain API is needed or not.

I see.
For this PR, I only covered all Python API links in Docs. Currently, we don't have an official guide for which modules should be exposed to users or not. Thus, I cannot help to check if there are other missing modules in all.

[blrchen]

i am curious why materialize test can pass without this., does that means HdfsSink already included in other place?