CI: failing doc build due to SSL certificate error
The doc build on Azure is currently failing, with an SSL certificate error in one of the examples that download from an url.

This is probably an issue with the latest openssl from Anaconda, see https://github.com/ContinuumIO/anaconda-issues/issues/11274

But opening just to have an issue to refer to. We can certainly ignore the failure for now when merging PRs, but in that case be careful that it is actually only this problem that is causing the red CI.