STY: Add Yields section to option_context
Currently failing on main
Seems to be triggered by an update of numpydoc from 1.7 to 1.8. 
It doesn't seem that informative to have both a returns and yields section, but if it gets CI green again, +1 :) > It doesn't seem that informative to have both a returns and yields section

Agreed, but just following the rules :)