DOC: require returns section in validation script (#19994)

Author: jorisvandenbossche

scripts/validate_docstrings.py

@@ -235,6 +235,10 @@ def see_also(self):
     def examples(self):
         return self.doc['Examples']
 
+    @property
+    def returns(self):
+        return self.doc['Returns']
+
     @property
     def first_line_ends_in_dot(self):
         if self.doc:
@@ -436,6 +440,9 @@ def validate_one(func_name):
         for param_err in param_errs:
             errs.append('\t{}'.format(param_err))
 
+    if not doc.returns:
+        errs.append('No returns section found')
+
     mentioned_errs = doc.mentioned_private_classes
     if mentioned_errs:
         errs.append('Private classes ({}) should not be mentioned in public '