DOC Fix documentation for KDDCup99 dataset (#9974)

doc/datasets/index.rst

@@ -321,6 +321,7 @@ writing data in that format.
     labeled_faces
     covtype
     rcv1
+    kddcup99
 
 
 .. include:: olivetti_faces.rst
@@ -335,6 +336,8 @@ writing data in that format.
 
 .. include:: rcv1.rst
 
+.. include:: kddcup99.rst
+
 .. _boston_house_prices:
 
 .. include:: ../../sklearn/datasets/descr/boston_house_prices.rst