Add instruction on how to use MLJ

docs/src/index.md

@@ -15,6 +15,35 @@ using ACEfit
 using PythonCall
 ```
 
+## MLJ solvers
+
+To use [MLJ](https://github.com/alan-turing-institute/MLJ.jl) solvers you need to load MLJ in addition to ACEfit
+
+```julia
+using ACEfit
+using MLJ
+```
+
+After that you need to load an appropriate MLJ solver. Take a look on available MLJ [solvers](https://alan-turing-institute.github.io/MLJ.jl/dev/model_browser/). Note that only [MLJScikitLearnInterface.jl](https://github.com/JuliaAI/MLJScikitLearnInterface.jl) and [MLJLinearModels.jl](https://github.com/JuliaAI/MLJLinearModels.jl) have extension available. To use other MLJ solvers please file an issue.
+
+You need to load the solver and then create a solver structure
+
+```julia
+# Load ARD solver
+ARDRegressor = @load ARDRegressor pkg=MLJScikitLearnInterface
+
+# Create the solver itself and give it parameters
+solver = ARDRegressor(
+    n_iter = 300,
+    tol = 1e-3,
+    threshold_lambda = 10000
+)
+```
+
+After this you can use the MLJ solver like any other solver.
+
+## Index
+
 ```@index
 ```