Ludwig's documentation is build using MkDocs and the beautiful Material for MkDocs theme. In order to create Ludwig's documentation you have to install them:
pip install mkdocs mkdocs-material
Be sure that you installe version of Markdown>=3.0.1. Then generate api.md from source (from the mkdocs directory):
python code_doc_autogen.py
Test it (from the mkdocs directory):
mkdocs serve
Finally build the static website (from the mkdocs directory):
mkdocs build
It will create the static website in $LUDWIG_HOME/docs/.