diff --git a/doc/datasets/labeled_faces.rst b/doc/datasets/labeled_faces.rst
index e0db1154cb67672adb8852ec9f64ba0733247508..5d79f89e81c04f799c8e357c458223977c0da1d3 100644
--- a/doc/datasets/labeled_faces.rst
+++ b/doc/datasets/labeled_faces.rst
@@ -115,4 +115,4 @@ an evaluation ``10_folds`` set meant to compute performance metrics using a
Examples
--------
-:ref:`sphx_glr_auto_examples_applications_face_recognition.py`
+:ref:`sphx_glr_auto_examples_applications_plot_face_recognition.py`
diff --git a/doc/modules/biclustering.rst b/doc/modules/biclustering.rst
index 56f845dd0fc34fa09bf65ac73592007d6906cf6f..7ec175883d4cda884c2b6fb1c4a5713eea8139fc 100644
--- a/doc/modules/biclustering.rst
+++ b/doc/modules/biclustering.rst
@@ -154,7 +154,7 @@ and the remaining ``n_columns`` labels provide the column partitioning.
showing how to generate a data matrix with biclusters and apply
this method to it.
- * :ref:`sphx_glr_auto_examples_bicluster_bicluster_newsgroups.py`: An example of finding
+ * :ref:`sphx_glr_auto_examples_bicluster_plot_bicluster_newsgroups.py`: An example of finding
biclusters in the twenty newsgroup dataset.
diff --git a/doc/modules/cross_validation.rst b/doc/modules/cross_validation.rst
index 187eb4020178d1e8c94772e2b2fd93b31fdcd6f5..cc5f6a3c07afc856f0edfbf638b78d0ae210881f 100644
--- a/doc/modules/cross_validation.rst
+++ b/doc/modules/cross_validation.rst
@@ -199,7 +199,7 @@ section.
* :ref:`sphx_glr_auto_examples_model_selection_plot_roc_crossval.py`,
* :ref:`sphx_glr_auto_examples_feature_selection_plot_rfe_with_cross_validation.py`,
- * :ref:`sphx_glr_auto_examples_model_selection_grid_search_digits.py`,
+ * :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py`,
* :ref:`sphx_glr_auto_examples_model_selection_grid_search_text_feature_extraction.py`,
* :ref:`sphx_glr_auto_examples_plot_cv_predict.py`,
* :ref:`sphx_glr_auto_examples_model_selection_plot_nested_cross_validation_iris.py`.
diff --git a/doc/modules/decomposition.rst b/doc/modules/decomposition.rst
index 7f9af6ea90bb58f1e2d68189dbb991a64e4f2308..a734ed8a29340ec63a925cd0c11aa396d0617310 100644
--- a/doc/modules/decomposition.rst
+++ b/doc/modules/decomposition.rst
@@ -160,7 +160,7 @@ Note: the implementation of ``inverse_transform`` in :class:`PCA` with
.. topic:: Examples:
- * :ref:`sphx_glr_auto_examples_applications_face_recognition.py`
+ * :ref:`sphx_glr_auto_examples_applications_plot_face_recognition.py`
* :ref:`sphx_glr_auto_examples_decomposition_plot_faces_decomposition.py`
.. topic:: References:
@@ -796,7 +796,7 @@ stored components::
.. topic:: Examples:
* :ref:`sphx_glr_auto_examples_decomposition_plot_faces_decomposition.py`
- * :ref:`sphx_glr_auto_examples_applications_topics_extraction_with_nmf_lda.py`
+ * :ref:`sphx_glr_auto_examples_applications_plot_topics_extraction_with_nmf_lda.py`
* :ref:`sphx_glr_auto_examples_decomposition_plot_beta_divergence.py`
.. topic:: References:
@@ -890,7 +890,7 @@ when data can be fetched sequentially.
.. topic:: Examples:
- * :ref:`sphx_glr_auto_examples_applications_topics_extraction_with_nmf_lda.py`
+ * :ref:`sphx_glr_auto_examples_applications_plot_topics_extraction_with_nmf_lda.py`
.. topic:: References:
diff --git a/doc/modules/feature_extraction.rst b/doc/modules/feature_extraction.rst
index 32e53f0817e6e9be6a88413abf67a21a65c9ef63..0a30204aae8f985736d3e9df2db288ba2995277f 100644
--- a/doc/modules/feature_extraction.rst
+++ b/doc/modules/feature_extraction.rst
@@ -669,7 +669,7 @@ Finally it is possible to discover the main topics of a corpus by
relaxing the hard assignment constraint of clustering, for instance by
using :ref:`NMF`:
- * :ref:`sphx_glr_auto_examples_applications_topics_extraction_with_nmf_lda.py`
+ * :ref:`sphx_glr_auto_examples_applications_plot_topics_extraction_with_nmf_lda.py`
Limitations of the Bag of Words representation
diff --git a/doc/modules/grid_search.rst b/doc/modules/grid_search.rst
index fdc448d54182a88e12b4f4aea615cebe5470443f..48870a80a6c9012963bd1b3fecf54882300dbf73 100644
--- a/doc/modules/grid_search.rst
+++ b/doc/modules/grid_search.rst
@@ -70,7 +70,7 @@ evaluated and the best combination is retained.
.. topic:: Examples:
- - See :ref:`sphx_glr_auto_examples_model_selection_grid_search_digits.py` for an example of
+ - See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py` for an example of
Grid Search computation on the digits dataset.
- See :ref:`sphx_glr_auto_examples_model_selection_grid_search_text_feature_extraction.py` for an example
@@ -131,7 +131,7 @@ increasing ``n_iter`` will always lead to a finer search.
.. topic:: Examples:
- * :ref:`sphx_glr_auto_examples_model_selection_randomized_search.py` compares the usage and efficiency
+ * :ref:`sphx_glr_auto_examples_model_selection_plot_randomized_search.py` compares the usage and efficiency
of randomized search and grid search.
.. topic:: References:
diff --git a/doc/modules/model_evaluation.rst b/doc/modules/model_evaluation.rst
index e9151e8f1e3a4212dc0b4fdb94583d0cea770321..7fd79fca3167c20875e01b67a7f1af8b82fa142f 100644
--- a/doc/modules/model_evaluation.rst
+++ b/doc/modules/model_evaluation.rst
@@ -474,7 +474,7 @@ and inferred labels::
for an example of classification report usage for text
documents.
- * See :ref:`sphx_glr_auto_examples_model_selection_grid_search_digits.py`
+ * See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py`
for an example of classification report usage for
grid search with nested cross-validation.
@@ -610,7 +610,7 @@ binary classification and multilabel indicator format.
for an example of :func:`f1_score` usage to classify text
documents.
- * See :ref:`sphx_glr_auto_examples_model_selection_grid_search_digits.py`
+ * See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_digits.py`
for an example of :func:`precision_score` and :func:`recall_score` usage
to estimate parameters using grid search with nested cross-validation.
diff --git a/doc/modules/outlier_detection.rst b/doc/modules/outlier_detection.rst
index 1d4addcb7786c8e0a7f374f15770d95e4e8daf64..011bb6ea078898004a48c7104d358e12243d75e4 100644
--- a/doc/modules/outlier_detection.rst
+++ b/doc/modules/outlier_detection.rst
@@ -220,10 +220,10 @@ This strategy is illustrated below.
.. topic:: Examples:
- * See :ref:`sphx_glr_auto_example_neighbors_plot_lof.py` for
+ * See :ref:`sphx_glr_auto_examples_neighbors_plot_lof.py` for
an illustration of the use of :class:`neighbors.LocalOutlierFactor`.
- * See :ref:`sphx_glr_auto_example_covariance_plot_outlier_detection.py` for a
+ * See :ref:`sphx_glr_auto_examples_covariance_plot_outlier_detection.py` for a
comparison with other anomaly detection methods.
.. topic:: References:
diff --git a/doc/modules/pipeline.rst b/doc/modules/pipeline.rst
index c90f35753fb0055219df7c558e9510c969d0f504..b098ec04a999a112ae57744689d9899cf6c21cbf 100644
--- a/doc/modules/pipeline.rst
+++ b/doc/modules/pipeline.rst
@@ -102,7 +102,7 @@ ignored by setting them to ``None``::
.. topic:: Examples:
- * :ref:`sphx_glr_auto_examples_feature_selection_feature_selection_pipeline.py`
+ * :ref:`sphx_glr_auto_examples_feature_selection_plot_feature_selection_pipeline.py`
* :ref:`sphx_glr_auto_examples_model_selection_grid_search_text_feature_extraction.py`
* :ref:`sphx_glr_auto_examples_plot_digits_pipe.py`
* :ref:`sphx_glr_auto_examples_plot_kernel_approximation.py`
@@ -265,5 +265,5 @@ and ignored by setting to ``None``::
.. topic:: Examples:
- * :ref:`sphx_glr_auto_examples_feature_stacker.py`
+ * :ref:`sphx_glr_auto_examples_plot_feature_stacker.py`
* :ref:`sphx_glr_auto_examples_hetero_feature_union.py`
diff --git a/doc/modules/preprocessing.rst b/doc/modules/preprocessing.rst
index 3b75eed6a7ff2bb288b09c4535b38682814fcf3c..a4e1364a85ae63b7bbcd2cc1c652147bf7b63faf 100644
--- a/doc/modules/preprocessing.rst
+++ b/doc/modules/preprocessing.rst
@@ -549,7 +549,7 @@ in the matrix. This format is thus suitable when there are many more missing
values than observed values.
:class:`Imputer` can be used in a Pipeline as a way to build a composite
-estimator that supports imputation. See :ref:`sphx_glr_auto_examples_missing_values.py`
+estimator that supports imputation. See :ref:`sphx_glr_auto_examples_plot_missing_values.py`.
.. _polynomial_features:
diff --git a/doc/modules/unsupervised_reduction.rst b/doc/modules/unsupervised_reduction.rst
index 9b3b2960d890ec4b0b57ea51f397a4d1f51f1972..3a85b8e53b553a1efd1959537f2731cd841fa2f0 100644
--- a/doc/modules/unsupervised_reduction.rst
+++ b/doc/modules/unsupervised_reduction.rst
@@ -26,7 +26,7 @@ capture well the variance of the original features. See :ref:`decompositions`.
.. topic:: **Examples**
- * :ref:`sphx_glr_auto_examples_applications_face_recognition.py`
+ * :ref:`sphx_glr_auto_examples_applications_plot_face_recognition.py`
Random projections
-------------------
diff --git a/doc/whats_new.rst b/doc/whats_new.rst
index 7183091502459455dbd3fd7f124d603fc811b594..9730cdcfb9c11984e9072e5a42091858e20e9564 100644
--- a/doc/whats_new.rst
+++ b/doc/whats_new.rst
@@ -4859,7 +4859,7 @@ Changelog
- Lots of cool new examples and a new section that uses real-world
datasets was created. These include:
- :ref:`sphx_glr_auto_examples_applications_face_recognition.py`,
+ :ref:`sphx_glr_auto_examples_applications_plot_face_recognition.py`,
:ref:`sphx_glr_auto_examples_applications_plot_species_distribution_modeling.py`,
:ref:`sphx_glr_auto_examples_applications_svm_gui.py`,
:ref:`sphx_glr_auto_examples_applications_wikipedia_principal_eigenvector.py` and