Sklearn kwargs (#2338)

* Added kwargs support for Sklearn API

* Updated NEWS and CONTRIBUTORS

* Fixed CONTRIBUTORS.md

* Added clarification of **kwargs and test for proper usage

* Fixed lint error

* Fixed more lint errors and clf assigned but never used

* Fixed more lint errors

* Fixed more lint errors

* Fixed issue with changes from different branch bleeding over

* Fixed issue with changes from other branch bleeding over

* Added note that kwargs may not be compatible with Sklearn

* Fixed linting on kwargs note

tests/python/test_with_sklearn.py

@@ -3,6 +3,7 @@ import random
 import xgboost as xgb
 import testing as tm
 import warnings
+from nose.tools import raises
 
 rng = np.random.RandomState(1994)
 
@@ -363,3 +364,22 @@ def test_nthread_deprecation():
     with warnings.catch_warnings(record=True) as w:
         xgb.XGBClassifier(nthread=1)
         assert w[0].category == DeprecationWarning
+
+
+def test_kwargs():
+    tm._skip_if_no_sklearn()
+
+    params = {'updater': 'grow_gpu', 'subsample': .5, 'n_jobs': -1}
+    clf = xgb.XGBClassifier(n_estimators=1000, **params)
+    assert clf.get_params()['updater'] == 'grow_gpu'
+    assert clf.get_params()['subsample'] == .5
+    assert clf.get_params()['n_estimators'] == 1000
+
+
+@raises(TypeError)
+def test_kwargs_error():
+    tm._skip_if_no_sklearn()
+
+    params = {'updater': 'grow_gpu', 'subsample': .5, 'n_jobs': -1}
+    clf = xgb.XGBClassifier(n_jobs=1000, **params)
+    assert isinstance(clf, xgb.XGBClassifier)