Deprecate reg:linear' in favor of reg:squarederror'. (#4267)

* Deprecate `reg:linear' in favor of `reg:squarederror'.
* Replace the use of `reg:linear'.
* Replace the use of `silent`.

tests/python/test_with_sklearn.py

@@ -603,7 +603,8 @@ def test_RFECV():
     # Regression
     X, y = load_boston(return_X_y=True)
     bst = xgb.XGBClassifier(booster='gblinear', learning_rate=0.1,
-                            n_estimators=10, n_jobs=1, objective='reg:linear',
+                            n_estimators=10, n_jobs=1,
+                            objective='reg:squarederror',
                             random_state=0, verbosity=0)
     rfecv = RFECV(
         estimator=bst, step=1, cv=3, scoring='neg_mean_squared_error')