CI/DOC: autodoc failures for DataFrame.sparse methods with latest sphinx
On master and on PRs, there is a CI failure:

```
WARNING: autodoc: failed to import method 'sparse.from_spmatrix' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.to_coo' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.to_dense' from module 'DataFrame'; the following exception was raised:
No module named 'DataFrame'
WARNING: autodoc: failed to import method 'sparse.from_coo' from module 'Series'; the following exception was raised:
No module named 'Series'
WARNING: autodoc: failed to import method 'sparse.to_coo' from module 'Series'; the following exception was raised:
No module named 'Series'
```

Looking at the env of the failing ones and the last one that passed on master: sphinx upgraded from 3.1.1 to 3.1.2. 
