DOC: fix SA01,ES01 for pandas.errors.InvalidIndexError (#60400)

ci/code_checks.sh

@@ -110,7 +110,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.core.resample.Resampler.transform PR01,RT03,SA01" \
         -i "pandas.core.resample.Resampler.var SA01" \
         -i "pandas.errors.IntCastingNaNError SA01" \
-        -i "pandas.errors.InvalidIndexError SA01" \
         -i "pandas.errors.NullFrequencyError SA01" \
         -i "pandas.errors.NumExprClobberingError SA01" \
         -i "pandas.errors.NumbaUtilError SA01" \

pandas/errors/__init__.py

@@ -425,6 +425,16 @@ class InvalidIndexError(Exception):
     """
     Exception raised when attempting to use an invalid index key.
 
+    This exception is triggered when a user attempts to access or manipulate
+    data in a pandas DataFrame or Series using an index key that is not valid
+    for the given object. This may occur in cases such as using a malformed
+    slice, a mismatched key for a ``MultiIndex``, or attempting to access an index
+    element that does not exist.
+
+    See Also
+    --------
+    MultiIndex : A multi-level, or hierarchical, index object for pandas objects.
+
     Examples
     --------
     >>> idx = pd.MultiIndex.from_product([["x", "y"], [0, 1]])