add predict leaf indices

demo/guide-python/predict_leaf_indices.py

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+#!/usr/bin/python
+import sys
+import numpy as np
+sys.path.append('../../wrapper')
+import xgboost as xgb
+
+### load data in do training
+dtrain = xgb.DMatrix('../data/agaricus.txt.train')
+dtest = xgb.DMatrix('../data/agaricus.txt.test')
+param = {'max_depth':2, 'eta':1, 'silent':1, 'objective':'binary:logistic' }
+watchlist  = [(dtest,'eval'), (dtrain,'train')]
+num_round = 3
+bst = xgb.train(param, dtrain, num_round, watchlist)
+
+print ('start testing predict the leaf indices')
+### predict using first 2 tree
+leafindex = bst.predict(dtest, ntree_limit=2, pred_leaf = True)
+print leafindex.shape
+print leafindex
+### predict all trees
+leafindex = bst.predict(dtest, pred_leaf = True)
+print leafindex.shape