Update docs

[cmpute]

Before submitting

• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
• Did you read the contributor guideline, Pull Request section?
• Did you make sure to update the docs?
• Did you write any new necessary tests?
• If you made a notable change (that affects users), did you update the CHANGELOG?

What does this PR do?

• Add docs mentioned at Turn off validation if val_percent_check=0 #646 (comment)
• Modify the docs for cluster training set up.

[awaelchli]

Looks good, thanks for the update. I like the compactness :)
Btw, I make these also doctest in #1511 . I should get back to it soon :)

[codecov]

Codecov Report

Merging #1656 into master will not change coverage.
The diff coverage is n/a.

@@          Coverage Diff           @@
##           master   #1656   +/-   ##
======================================
  Coverage      88%     88%           
======================================
  Files          71      71           
  Lines        4175    4175           
======================================
  Hits         3691    3691           
  Misses        484     484           

[Borda]

LGTM 🦝

[tullie]

This is great. LGTM

[mergify]

Great job! =)