build-doc workflow fails on CircleCI #3702

Looking at the checks for all the recent PRs, they are failing on the "make html" step with

ImportError: cannot import name 'contextfilter' from 'jinja2'

This seems to be a problem with a breaking change since jinja2 v3.1. Since the nbconvert version is currently pinned to the old v5.6.1 the version constraints of nbconvert don't account for the change to jinja2.

I can see three obvious potential ways to solve this:

1. Pin jinja2<3.1
2. Unpin nbconvert=5.6.1
3. Use some tool to lock dependencies to guarantee reproducible builds

At least one of 1. or 2. will probably lead to a quick fix, but will inevitably lead to similar eventual future breakage. So 3. is probably the better solution, but requires significantly more effort.

Reference: nbconvert issue regarding ImportError