message: Document dependency on pybind11
diff: @@ -257,6 +257,14 @@ The :doc:`Wasserstein distance </wasserstein_distance_user>`
  module requires `POT <https://pot.readthedocs.io/>`_, a library that provides
  several solvers for optimization problems related to Optimal Transport.
  +Pybind11
  +========
  +
  +The :doc:`Wasserstein distance </wasserstein_distance_user>` module requires
  +`pybind11 <https://pybind11.readthedocs.io/>`_, a library that provides
  +interoperability between C++ and Python, for its interface to `Hera
  +<https://bitbucket.org/grey_narn/hera/src/master/>`_.
  +
  Scikit-learn
  ============
  