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[doc][sgd] Broken Link in SGD's page. (#17404) (#17423)

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doc/source/raysgd/raysgd_ptl.rst
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@ -5,7 +5,7 @@ Pytorch Lightning with RaySGD
:scale: 50 %
RaySGD includes an integration with Pytorch Lightning's `LightningModule <https://pytorch-lightning.readthedocs.io/en/latest/lightning_module.html>`_.
RaySGD includes an integration with Pytorch Lightning's `LightningModule <https://pytorch-lightning.readthedocs.io/en/latest/common/lightning_module.html>`_.
Easily take your existing ``LightningModule``, and use it with Ray SGD's ``TorchTrainer`` to take advantage of all of Ray SGD's distributed training features with minimal code changes.
.. tip:: This LightningModule integration is currently under active development. If you encounter any bugs, please raise an issue on `Github <https://github.com/ray-project/ray/issues>`_!