sphinx gallery conf doesn't include reference url

[amueller]

The classes and functions in the sphinx gallery are not clickable because the conf.py
is missing something like this:

  sphinx_gallery_conf = {
      'doc_module': 'imblearn',
      'reference_url': {
          'imblearn': None,
          'matplotlib': 'http://matplotlib.org',
          'numpy': 'http://docs.scipy.org/doc/numpy-1.6.0',
          'scipy': 'http://docs.scipy.org/doc/scipy-0.11.0/reference'}
  }

(and one entry for sklearn, too)