The theme is a lot nicer and more modern. It has builtin a lot of the
hacks we made to the template to add download and edit buttons. A few
things to finish:

* Check if the google analytics code is inserted
* Check links to edit sphinx gallery content

Makes it easier to regenerate without losing the sphinx-gallery build

This is the easiest way to do it. Includes custom styling for the
version number

There can be conflicts between the docs requirements and older Python
versions. Since we don't want to leave sphinx unpinned to avoid hard to
spot regressions in the docs. This way, it's not installed when running
tests, only when building the docs