Added SKL-like random forest Python API.

[canonizer]

• added XGBRFClassifier and XGBRFRegressor classes to Scikit-Learn-like xgboost API
• added documentation describing how to use xgboost for random forests,
  as well as existing caveats

[RAMitchell]

Because many of our internal parameters can be subject to change I do not like to bake them all into the Python API. Parameters such as 'gpu_id' can be passed as kwargs. I don't think this PR should require any changes to the actual function arguments.

As mentioned before, I do not like the use of self.mode to change behaviour, I think this should be handled via polymorphism.

[canonizer]

I've removed n_gpus and gpu_id. However, I've left tree_method and colsample_bynode. Please indicate if you want me to remove those two (note that other colsample_by* parameters are already part of SKL-like classes).

I've also removed self.mode, and now handle it using subclass methods.

[RAMitchell]

@trivialfis can I get your review.

@canonizer xgboost's default tree_method is currently 'exact'. This PR would change the sklearn interface to use 'hist' as the default. This would be a huge change for our user base. Arguably we should in fact make this change, but that is a big decision and that we need some internal discussion on.

[trivialfis]

@RAMitchell Will review shortly.

[trivialfis]

@RAMitchell @hcho3 WDYT?

[RAMitchell]

I think we can't remove the 'silent' parameter yet. Given that this is a public API we should continue to support the parameter alongside 'verbosity' and issue a deprecation warning for at least a few subsequent releases.

Have you manually checked the python documentation @canonizer? It would be good to check if this formats correctly on your local machine.

I am also wondering if we can somehow mark the RF extension to the API as experimental to give ourselves some room to modify it in the near future. @hcho3 WDYT?

[hcho3]

LGTM. Yes, let’s mark them experimental so that we can fix API design as necessary.

[trivialfis]

I will make a separated PR for marking this experimental later. Let's merge it now. @canonizer @RAMitchell @hcho3 .

[canonizer]

#4255 brings back the silent parameter and marks it deprecated.