Add native support for Dask (#4473)

* Add native support for Dask

* Add multi-GPU demo

* Add sklearn example

python-package/xgboost/__init__.py

@@ -11,6 +11,7 @@ import os
 from .core import DMatrix, Booster
 from .training import train, cv
 from . import rabit                   # noqa
+from . import dask  # noqa
 try:
     from .sklearn import XGBModel, XGBClassifier, XGBRegressor, XGBRanker
     from .sklearn import XGBRFClassifier, XGBRFRegressor