You need to add the MultilayerPerceptronClassifier and MultilayerPerceptronRegressor to the modules/classes.rst file for the class directive to work. Check that all your classes directive do lead to links to the reference documentation of the corresponding object. If they don't, either you have misspelled the class, or you are lacking the right 'currentmodule' directive before, or the object is not defined in the classes.rst file.