Github user JoshRosen commented on the pull request:

    https://github.com/apache/spark/pull/2292#issuecomment-54675476
  
    When I tried this, I got a lot of warnings saying that Sphinx couldn't 
import the PySpark modules:
    
    ```
    [joshrosen python (9081ead...)]$ make html
    sphinx-build -b html -d _build/doctrees   . _build/html
    Running Sphinx v1.2.2
    loading pickled environment... done
    building [html]: targets for 0 source files that are out of date
    updating environment: 0 added, 3 changed, 0 removed
    reading sources... [100%] pyspark.sql
    /Users/joshrosen/Documents/spark/docs/api/python/pyspark.rst:16: WARNING: 
autodoc: failed to import module u'pyspark'; the following exception was raised:
    Traceback (most recent call last):
      File 
"/Users/joshrosen/anaconda/lib/python2.7/site-packages/sphinx/ext/autodoc.py", 
line 335, in import_object
        __import__(self.modname)
    ImportError: No module named pyspark
    /Users/joshrosen/Documents/spark/docs/api/python/pyspark.mllib.rst:10: 
WARNING: autodoc: failed to import module u'pyspark.mllib.classification'; the 
following exception was raised:
    Traceback (most recent call last):
      File 
"/Users/joshrosen/anaconda/lib/python2.7/site-packages/sphinx/ext/autodoc.py", 
line 335, in import_object
        __import__(self.modname)
    ImportError: No module named pyspark.mllib.classification
    ```
    
    I guess this is because `$SPARK_HOME/python/` isn't on the default 
`PYTHONPATH`.
    
    When I do
    
    ```
    export PYTHONPATH=../../../python/
    ```
    
    it picks up the imports and runs.


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