Clarify the use of Gym wrappers with make_vec_env (#2079)

* Added a note to the documentation of Vectorized Environments to show the
possibility of wrapping sub-environments with `make_vec_env` (See #2075 )

* Add example

---------

Co-authored-by: Antonin RAFFIN <antonin.raffin@ensta.org>

docs/guide/vec_envs.rst

@@ -225,6 +225,26 @@ You can find below an example for extracting one key from the observation:
 	env = VecExtractDictObs(env, key="observation")
 
 
+.. note::
+   When creating a vectorized environment, you can also specify ordinary gymnasium
+   wrappers to wrap each of the sub-environments. See the
+   :func:`make_vec_env <stable_baselines3.common.env_util.make_vec_env>`
+   documentation for details.
+   Example:
+
+   .. code-block:: python
+
+    from gymnasium.wrappers import RescaleAction
+    from stable_baselines3.common.env_util import make_vec_env
+
+    # Use gym wrapper for each sub-env of the VecEnv
+    wrapper_kwargs = dict(min_action=-1.0, max_action=1.0)
+    vec_env = make_vec_env(
+        "Pendulum-v1", n_envs=2, wrapper_class=RescaleAction, wrapper_kwargs=wrapper_kwargs
+    )
+
+
+
 VecEnv
 ------
 

docs/misc/changelog.rst

@@ -36,6 +36,7 @@ Others:
 
 Documentation:
 ^^^^^^^^^^^^^^
+- Clarify the use of Gym wrappers with ``make_vec_env`` in the section on Vectorized Environments (@pstahlhofen)
 
 
 Release 2.5.0 (2025-01-27)
@@ -1782,4 +1783,4 @@ And all the contributors:
 @DavyMorgan @luizapozzobon @Bonifatius94 @theSquaredError @harveybellini @DavyMorgan @FieteO @jonasreiher @npit @WeberSamuel @troiganto
 @lutogniew @lbergmann1 @lukashass @BertrandDecoster @pseudo-rnd-thoughts @stefanbschneider @kyle-he @PatrickHelm @corentinlger
 @marekm4 @stagoverflow @rushitnshah @markscsmith @NickLucche @cschindlbeck @peteole @jak3122 @will-maclean
-@brn-dev @jmacglashan @kplers @MarcDcls @chrisgao99
+@brn-dev @jmacglashan @kplers @MarcDcls @chrisgao99 @pstahlhofen