Add callback interface to re-direct console output

[hcho3]

Addresses #3020. Any language wrapper can call XGBRegisterLogCallback() to intercept the output of LOG(INFO) and LOG(CONSOLE).

[codecov-io]

Codecov Report

Merging #3438 into master will increase coverage by 0.04%.
The diff coverage is 70.83%.

@@             Coverage Diff              @@
##             master    #3438      +/-   ##
============================================
+ Coverage     45.73%   45.77%   +0.04%     
  Complexity      188      188              
============================================
  Files           166      166              
  Lines         13115    13138      +23     
  Branches        442      442              
============================================
+ Hits           5998     6014      +16     
- Misses         6916     6923       +7     
  Partials        201      201

Impacted Files	Coverage Δ	Complexity Δ
src/c_api/c_api.cc	23.96% <0%> (-0.17%)	0 <0> (ø)
src/logging.cc	69.23% <100%> (+19.23%)	0 <0> (ø)	⬇️
include/xgboost/logging.h	75% <66.66%> (-8.34%)	0 <0> (ø)
python-package/xgboost/core.py	83.51% <87.5%> (+0.05%)	0 <0> (ø)	⬇️

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