diff --git a/docs/Makefile b/docs/Makefile
new file mode 100644
index 0000000000000000000000000000000000000000..81b6117c9414e4857954b0867364a514752deaa3
--- /dev/null
+++ b/docs/Makefile
@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS ?=
+SPHINXBUILD ?= sphinx-build
+SOURCEDIR = _source
+BUILDDIR = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+ @$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+ @$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
diff --git a/docs/_source/conf.py b/docs/_source/conf.py
new file mode 100644
index 0000000000000000000000000000000000000000..24c87532958b1ed6a315b29a7fa890bb077e66b4
--- /dev/null
+++ b/docs/_source/conf.py
@@ -0,0 +1,131 @@
+# Configuration file for the Sphinx documentation builder.
+#
+# This file only contains a selection of the most common options. For a full
+# list see the documentation:
+# https://www.sphinx-doc.org/en/master/usage/configuration.html
+
+# -- Path setup --------------------------------------------------------------
+
+# If extensions (or modules to document with autodoc) are in another directory,
+# add these directories to sys.path here. If the directory is relative to the
+# documentation root, use os.path.abspath to make it absolute, like shown here.
+#
+import os
+import sys
+
+sys.path.insert(0, os.path.abspath('../src'))
+
+# -- Project information -----------------------------------------------------
+
+project = 'machinelearningtools'
+copyright = '2020, Felix Kleinert, Lukas H Leufen'
+author = 'Felix Kleinert, Lukas H Leufen'
+
+# The short X.Y version
+version = 'v0.9.0'
+# The full version, including alpha/beta/rc tags
+release = 'v0.9.0'
+
+# -- General configuration ---------------------------------------------------
+
+# Add any Sphinx extension module names here, as strings. They can be
+# extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
+# ones.
+extensions = [
+ 'sphinx.ext.autodoc',
+ 'sphinx.ext.intersphinx',
+ 'sphinx.ext.todo',
+ 'sphinx.ext.coverage',
+ 'sphinx.ext.imgmath',
+ 'sphinx.ext.ifconfig',
+ 'sphinx.ext.viewcode',
+ 'sphinx.ext.autosummary',
+ 'autoapi.extension',
+ 'sphinx.ext.napoleon',
+ 'sphinx_rtd_theme',
+ 'sphinx.ext.githubpages',
+ 'recommonmark',
+]
+
+# 2020-02-19 Begin
+# following instruction based on
+# https://stackoverflow.com/questions/2701998/sphinx-autodoc-is-not-automatic-enough
+autosummary_generate = True
+
+autoapi_type = 'python'
+autoapi_dirs = ['../../src/.']
+
+# Add any paths that contain templates here, relative to this directory.
+templates_path = ['_templates']
+
+# add asource file parser for markdown
+source_parsers = {
+ '.md': 'recommonmark.parser.CommonMarkParser',
+}
+
+# The suffix(es) of source filenames.
+# You can specify multiple suffix as a list of string:
+#
+source_suffix = ['.rst', '.md']
+
+# The master toctree document.
+master_doc = 'index'
+
+# List of patterns, relative to source directory, that match files and
+# directories to ignore when looking for source files.
+# This pattern also affects html_static_path and html_extra_path.
+exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
+
+# -- Options for HTML output -------------------------------------------------
+
+# The theme to use for HTML and HTML Help pages. See the documentation for
+# a list of builtin themes.
+#
+# html_theme = 'alabaster'
+# html_theme = 'bizstyle'
+# html_theme = 'classic'
+html_theme = 'sphinx_rtd_theme'
+
+
+# Add any paths that contain custom static files (such as style sheets) here,
+# relative to this directory. They are copied after the builtin static files,
+# so a file named "default.css" will overwrite the builtin "default.css".
+html_static_path = ['_static']
+
+# -- Options for LaTeX output ------------------------------------------------
+
+latex_elements = {
+ # The paper size ('letterpaper' or 'a4paper').
+ #
+ # 'papersize': 'letterpaper',
+
+ # The font size ('10pt', '11pt' or '12pt').
+ #
+ # 'pointsize': '10pt',
+
+ # Additional stuff for the LaTeX preamble.
+ #
+ # 'preamble': '',
+
+ # Latex figure (float) alignment
+ #
+ # 'figure_align': 'htbp',
+}
+
+# Grouping the document tree into LaTeX files. List of tuples
+# (source start file, target name, title,
+# author, documentclass [howto, manual, or own class]).
+latex_documents = [
+ (master_doc, 'machinelearningtools.tex', 'MachineLearningTools Documentation',
+ author, 'manual'),
+]
+
+# -- Options for intersphinx extension ---------------------------------------
+
+# Example configuration for intersphinx: refer to the Python standard library.
+intersphinx_mapping = {
+ 'python': ('https://docs.python.org/3', None),
+ 'pandas': ('http://pandas.pydata.org/pandas-docs/stable/', None),
+ 'numpy': ('https://docs.scipy.org/doc/numpy/', None),
+ 'matplotlib': ('https://matplotlib.org/', None)
+}
diff --git a/docs/_source/index.rst b/docs/_source/index.rst
new file mode 100644
index 0000000000000000000000000000000000000000..341ac58acd62ccc5bcf786580fff1bc193170d62
--- /dev/null
+++ b/docs/_source/index.rst
@@ -0,0 +1,22 @@
+.. machinelearningtools documentation master file, created by
+ sphinx-quickstart on Wed Apr 15 14:27:29 2020.
+ You can adapt this file completely to your liking, but it should at least
+ contain the root `toctree` directive.
+
+Welcome to machinelearningtools's documentation!
+================================================
+
+.. toctree::
+ :maxdepth: 2
+ :caption: Contents:
+
+ get-started
+ api
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`
diff --git a/docs/make.bat b/docs/make.bat
new file mode 100644
index 0000000000000000000000000000000000000000..36aafbd3727749c032ec16ed5cffe09359391cb7
--- /dev/null
+++ b/docs/make.bat
@@ -0,0 +1,35 @@
+@ECHO OFF
+
+pushd %~dp0
+
+REM Command file for Sphinx documentation
+
+if "%SPHINXBUILD%" == "" (
+ set SPHINXBUILD=sphinx-build
+)
+set SOURCEDIR=_source
+set BUILDDIR=_build
+
+if "%1" == "" goto help
+
+%SPHINXBUILD% >NUL 2>NUL
+if errorlevel 9009 (
+ echo.
+ echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
+ echo.installed, then set the SPHINXBUILD environment variable to point
+ echo.to the full path of the 'sphinx-build' executable. Alternatively you
+ echo.may add the Sphinx directory to PATH.
+ echo.
+ echo.If you don't have Sphinx installed, grab it from
+ echo.http://sphinx-doc.org/
+ exit /b 1
+)
+
+%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+goto end
+
+:help
+%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
+
+:end
+popd