Broken links for 'Edit on GitHub' on docs under demo

[david-cortes]

Most of the docs for xgboost are under a folder /doc at the root, but others are under /demo instead.

When browsing those docs, such as the one here:
https://xgboost.readthedocs.io/en/stable/python/examples/custom_softmax.html

The button "Edit on GitHub" at the top-right:

Gives an invalid link:
https://github.com/dmlc/xgboost/blob/82d846bbeb83c652a0b1dff0e3519e67569c4a3d/doc/python/examples/custom_softmax.rst

[trivialfis]

Thank you for raising the issues. These documents are generated by the sphinx gallery during the build, I'm not sure how to fix or disable the link.