[docs] Fix broken links in documentation and add linkcheck to documentation

[pcmoritz]

Why are these changes needed?

This fixes the broken links in our documentation and adds instructions on how to run the link checker for automatically checking if links are alive. The link checker is a bit brittle (it can for example get rate limited by github) and slow and produces a number of false positives so we are not adding it to the CI.

Related issue number

Checks

• I've run scripts/format.sh to lint the changes in this PR.
• I've included any doc changes needed for https://docs.ray.io/en/master/.
• I've made sure the tests are passing. Note that there might be a few flaky tests, see the recent failures at https://flakey-tests.ray.io/
• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[pcmoritz]

This fixes almost all the broken links. The only ones I didn't know how to fix is https://docs.ray.io/en/master/iter.html (MLDataset is gone?), https://ala2017.it.nuigalway.ie/papers/ALA2017_Gupta.pdf (paper gone?), https://staroid.com/settings/accesstokens (service unavailable).

@richardliaw How to fix https://docs.ray.io/en/master/iter.html?