diff --git a/README.md b/README.md
index f87bc6ed4..8c71a86f4 100644
--- a/README.md
+++ b/README.md
@@ -160,6 +160,7 @@ All the following examples can be executed online using Google colab notebooks:
 
 | **Name**         | **Recurrent**      | `Box`          | `Discrete`     | `MultiDiscrete` | `MultiBinary`  | **Multi Processing**              |
 | ------------------- | ------------------ | ------------------ | ------------------ | ------------------- | ------------------ | --------------------------------- |
+| ARS<sup>[1](#f1)</sup>   | :x: | :heavy_check_mark: | :heavy_check_mark: | :x: | :x: | :heavy_check_mark: |
 | A2C   | :x: | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark: | :heavy_check_mark: |
 | DDPG  | :x: | :heavy_check_mark: | :x:                | :x:                 | :x:                | :heavy_check_mark: |
 | DQN   | :x: | :x: | :heavy_check_mark: | :x:                 | :x:                | :heavy_check_mark: |
diff --git a/docs/guide/algos.rst b/docs/guide/algos.rst
index 7503ebdff..474a04786 100644
--- a/docs/guide/algos.rst
+++ b/docs/guide/algos.rst
@@ -8,6 +8,7 @@ along with some useful characteristics: support for discrete/continuous actions,
 ===================  =========== ============ ================= =============== ================
 Name                 ``Box``     ``Discrete`` ``MultiDiscrete`` ``MultiBinary`` Multi Processing
 ===================  =========== ============ ================= =============== ================
+ARS [#f1]_           ✔️           ✔️            ❌                 ❌              ✔️
 A2C                  ✔️           ✔️            ✔️                 ✔️               ✔️
 DDPG                 ✔️           ❌            ❌                ❌               ✔️
 DQN                  ❌           ✔️            ❌                ❌               ✔️
diff --git a/docs/guide/integrations.rst b/docs/guide/integrations.rst
new file mode 100644
index 000000000..97d197f9c
--- /dev/null
+++ b/docs/guide/integrations.rst
@@ -0,0 +1,49 @@
+.. _integrations:
+
+============
+Integrations
+============
+
+Weights & Biases
+================
+
+Weights & Biases provides a callback for experiment tracking that allows to visualize and share results.
+
+The full documentation is available here: https://docs.wandb.ai/guides/integrations/other/stable-baselines-3
+
+.. code-block:: python
+
+  import gym
+  import wandb
+  from wandb.integration.sb3 import WandbCallback
+
+  from stable_baselines3 import PPO
+
+  config = {
+      "policy_type": "MlpPolicy",
+      "total_timesteps": 25000,
+      "env_name": "CartPole-v1",
+  }
+  run = wandb.init(
+      project="sb3",
+      config=config,
+      sync_tensorboard=True,  # auto-upload sb3's tensorboard metrics
+      # monitor_gym=True,  # auto-upload the videos of agents playing the game
+      # save_code=True,  # optional
+  )
+
+  model = PPO(config["policy_type"], config["env_name"], verbose=1, tensorboard_log=f"runs/{run.id}")
+  model.learn(
+      total_timesteps=config["total_timesteps"],
+      callback=WandbCallback(
+          model_save_path=f"models/{run.id}",
+          verbose=2,
+      ),
+  )
+  run.finish()
+
+
+Hugging Face
+============
+
+To be added.
diff --git a/docs/guide/sb3_contrib.rst b/docs/guide/sb3_contrib.rst
index 6d0ab133d..1dfa91263 100644
--- a/docs/guide/sb3_contrib.rst
+++ b/docs/guide/sb3_contrib.rst
@@ -8,7 +8,7 @@ We implement experimental features in a separate contrib repository:
 `SB3-Contrib`_
 
 This allows Stable-Baselines3 (SB3) to maintain a stable and compact core, while still
-providing the latest features, like Truncated Quantile Critics (TQC), Trust Region Policy Optimization (TRPO) or
+providing the latest features, like Truncated Quantile Critics (TQC), Augmented Random Search (ARS), Trust Region Policy Optimization (TRPO) or
 Quantile Regression DQN (QR-DQN).
 
 Why create this repository?
@@ -36,6 +36,7 @@ See documentation for the full list of included features.
 
 **RL Algorithms**:
 
+- `Augmented Random Search (ARS) <https://arxiv.org/abs/1803.07055>`_
 - `Quantile Regression DQN (QR-DQN)`_
 - `Truncated Quantile Critics (TQC)`_
 - `Trust Region Policy Optimization (TRPO) <https://arxiv.org/abs/1502.05477>`_
diff --git a/docs/index.rst b/docs/index.rst
index 48746b78a..b3ec4cc81 100644
--- a/docs/index.rst
+++ b/docs/index.rst
@@ -48,6 +48,7 @@ Main Features
    guide/custom_policy
    guide/callbacks
    guide/tensorboard
+   guide/integrations
    guide/rl_zoo
    guide/sb3_contrib
    guide/imitation
diff --git a/docs/misc/changelog.rst b/docs/misc/changelog.rst
index dfde97844..7056ae12f 100644
--- a/docs/misc/changelog.rst
+++ b/docs/misc/changelog.rst
@@ -23,6 +23,11 @@ New Features:
 - Added ``skip`` option to ``VecTransposeImage`` to skip transforming the channel order when the heuristic is wrong
 - Added ``copy()`` and ``combine()`` methods to ``RunningMeanStd``
 
+SB3-Contrib
+^^^^^^^^^^^
+- Added Trust Region Policy Optimization (TRPO) (@cyprienc)
+- Added Augmented Random Search (ARS) (@sgillen)
+
 Bug Fixes:
 ^^^^^^^^^^
 - Fixed a bug where ``set_env()`` with ``VecNormalize`` would result in an error with off-policy algorithms (thanks @cleversonahum)
@@ -57,6 +62,7 @@ Documentation:
 - Updated SB3 Contrib doc
 - Fixed A2C and migration guide guidance on how to set epsilon with RMSpropTFLike (@thomasgubler)
 - Fixed custom policy documentation (@IperGiove)
+- Added doc on Weights & Biases integration
 
 Release 1.3.0 (2021-10-23)
 ---------------------------