Update docstrings and markdown docs

[abhro]

Add language tags, fences in code examples. Replace tabs with spaces because Documenter.jl uses them as 8 when 4 is meant and it breaks a lot of lists. Also align hanging list items to keep them in the \

.

[ablaom]

There are a couple of very minor changes that touch code. However, given the huge downstream dependency, I'm going to wait on:

• [x] Run MLJ integration tests (@ablaom to check locally)