Repository: optuna/optuna

Issue:
Mention each tutorial page in API pages at least once
<!-- Please write a clear and concise description of what content in https://optuna.readthedocs.io/ is an issue. -->

[Optuna's tutorial](https://optuna.readthedocs.io/en/stable/tutorial/index.html) is a good source to understand Optuna's functionality with concrete examples. However, some tutorial pages might not be mentioned in corresponding Optuna's API pages. 


## Description

Please add a `note section` or `see also section` to mention the following tutorial pages.

- ~[ ] [Lightweight, versatile, and platform agnostic architecture](https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/001_first.html)~
    - ~this is is a little bit conceptual page, so it might not be necessary to be linked.~ 
- [x] [Pythonic Search Space](https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/002_configurations.html)
- [x] [Efficient Optimization Algorithms](https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/003_efficient_optimization_algorithms.html)
- [x] [Easy Parallelization](https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/004_distributed.html)
- [x] [Quick Visualization for Hyperparameter Optimization Analysis](https://optuna.readthedocs.io/en/stable/tutorial/10_key_features/005_visualization.html) 
  - linked from https://optuna.readthedocs.io/en/stable/reference/visualization/index.html
- [x] [Saving/Resuming Study with RDB Backend](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/001_rdb.html)
  - linked from https://optuna.readthedocs.io/en/stable/reference/generated/optuna.study.create_study.html#optuna.study.create_study
- [x] [Multi-objective Optimization with Optuna] (https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/002_multi_objective.html) https://github.com/optuna/optuna/pull/3339
- [x] [User Attributes](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/003_attributes.html)
- [x] [Command-Line Interface](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/004_cli.html)
  - linked from https://optuna.readthedocs.io/en/stable/reference/index.html
- [x] [User-Defined Sampler](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/005_user_defined_sampler.html)
  - linked from https://optuna.readthedocs.io/en/stable/reference/samplers.html
- [x] [User-Defined Pruner](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/006_user_defined_pruner.html)
  - linked from https://optuna.readthedocs.io/en/stable/reference/pruners.html
- [x] [Callback for Study.optimize](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/007_optuna_callback.html)
  - linked from `callbacks`'s section in https://optuna.readthedocs.io/en/stable/reference/generated/optuna.study.Study.html#optuna.study.Study.optimize
- [ ] [Specify Hyperparameters Manually](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/008_specify_params.html)
  - [x] [the first section](https://optuna.readthedocs.io/en/stable/reference/generated/optuna.study.Study.html#optuna.study.Study.optimize) can be linked from `Study.enqueue_trial` 
  - [ ] [the second section](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/008_specify_params.html#second-scenario-have-optuna-utilize-already-evaluated-hyperparameters) can be linked from `Study.add_trial`　(see https://github.com/optuna/optuna/pull/3346)
- [x] [Ask-and-Tell Interface](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/009_ask_and_tell.html)
- [x] [Re-use the best values](https://optuna.readthedocs.io/en/stable/tutorial/20_recipes/010_reuse_best_trial.html) https://github.com/optuna/optuna/pull/3396


Discussion:
According to [the latest master branch](https://github.com/optuna/optuna/tree/5e6ffe6f76c35764954e7c8198429dfd5a7ff091), a few pages have already been mentioned.

```bash
grep -i ":ref:" -r optuna
./study/study.py:                    It is recommended to use :ref:`process-based parallelization<distributed>`
./study/study.py:                    It is recommended to use :ref:`process-based parallelization<distributed>`.
./study/study.py:                    :ref:`out-of-memory-gc-collect`
./study/study.py:            The :ref:`ask_and_tell` tutorial provides use-cases with examples.
./study/study.py:            The :ref:`ask_and_tell` tutorial provides use-cases with examples.
./integration/sklearn.py:                    It is recommended to use :ref:`process-based parallelization<distributed>`
./integration/sklearn.py:                    It is recommended to use :ref:`process-based parallelization<distributed>`.
```
Was this issue just unintentionally automatically closed by #3068 ? There seems to be sub-tasks remaining. Cc. @HideakiImamura 
@hvy Thanks for notification. I reopened.

Resolving patch:
diff --git a/optuna/study/study.py b/optuna/study/study.py
--- a/optuna/study/study.py
+++ b/optuna/study/study.py
@@ -364,6 +364,12 @@ def objective(trial):
                 List of callback functions that are invoked at the end of each trial. Each function
                 must accept two parameters with the following types in this order:
                 :class:`~optuna.study.Study` and :class:`~optuna.trial.FrozenTrial`.
+
+                .. seealso::
+
+                    See the tutorial of :ref:`optuna_callback` for how to use and implement
+                    callback functions.
+
             gc_after_trial:
                 Flag to determine whether to automatically run garbage collection after each trial.
                 Set to :obj:`True` to run the garbage collection, :obj:`False` otherwise.


Test patch: