Backport PR #1637: Update doctrings for continuous and categorical co…

…variate docstrings (#1642)

Co-authored-by: Valeh Valiollah Pour Amiri <[email protected]>

scvi/utils/_docstrings.py

@@ -86,11 +86,17 @@ class SetupAnnDataDocstringProcessor(DocstringProcessor):
 
     param_cat_cov_keys = """\
     categorical_covariate_keys
-        keys in `adata.obs` that correspond to categorical data."""
+        keys in `adata.obs` that correspond to categorical data.
+        These covariates can be added in addition to the batch covariate and are also treated as nuisance factors
+        (i.e., the model tries to minimize their effects on the latent space). Thus, these should not be used for
+        biologically-relevant factors that you do _not_ want to correct for."""
 
     param_cont_cov_keys = """\
     continuous_covariate_keys
-        keys in `adata.obs` that correspond to continuous data."""
+        keys in `adata.obs` that correspond to continuous data.
+        These covariates can be added in addition to the batch covariate and are also treated as nuisance factors
+        (i.e., the model tries to minimize their effects on the latent space). Thus, these should not be used for
+        biologically-relevant factors that you do _not_ want to correct for."""
 
     param_copy = """\
     copy