Tweak generate_rst for RTD. [skip ci]

doc/generate_rst.py

@@ -90,8 +90,10 @@ def generate_rst(do=True):
     assert os.path.exists('contents.rst'), 'Wrong directory, contents.rst not found'
     for module in modules:
         if module not in SKIP:
-            generate_rst_for_module(module, do=do)
-
+            try:
+                generate_rst_for_module(module, do=do)
+            except ImportError as e:
+                print("Failed to import and generate module", module, e)
 
 def iter_autogenerated():
     for module in modules: