Refactor the CLI. (#5574)

* Enable parameter validation. * Enable JSON. * Catch `dmlc::Error`. * Show help message.
dmlc · Apr 26, 2020 · c90457f · c90457f
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diff --git a/doc/parameter.rst b/doc/parameter.rst
@@ -30,11 +30,11 @@ General Parameters
     is displayed as warning message.  If there's unexpected behaviour, please try to
     increase value of verbosity.
 
-* ``validate_parameters`` [default to false, except for Python and R interface]
+* ``validate_parameters`` [default to false, except for Python, R and CLI interface]
 
   - When set to True, XGBoost will perform validation of input parameters to check whether
     a parameter is used or not.  The feature is still experimental.  It's expected to have
-    some false positives, especially when used with Scikit-Learn interface.
+    some false positives.
 
 * ``nthread`` [default to maximum number of threads available if not set]