Improve docstrings and type hinting

[RobinPicard]

The objective of this PR is to globally improve the state of our docstrings and type hints. There are 2 goals:

• We need to have those (correctly formatted) for the API Reference pages in the documentation to render correctly
• We want them to be informative such that users consulting the documentation or codebase can easily understand what's going on

I focused on the parts of the codebase that are the mostly likely to be read by our users, so there are some functions/classes for which this is still missing.