Update Python demos with tests. (#5651)

* Remove GPU memory usage demo.
* Add tests for demos.
* Remove `silent`.
* Remove shebang as it's not portable.

demo/guide-python/gamma_regression.py

@@ -1,4 +1,3 @@
-#!/usr/bin/python
 import xgboost as xgb
 import numpy as np
 
@@ -12,7 +11,7 @@ dtest = xgb.DMatrix(data[4741:6773, 0:34], data[4741:6773, 34])
 
 # for gamma regression, we need to set the objective to 'reg:gamma', it also suggests
 # to set the base_score to a value between 1 to 5 if the number of iteration is small
-param = {'silent':1, 'objective':'reg:gamma', 'booster':'gbtree', 'base_score':3}
+param = {'objective':'reg:gamma', 'booster':'gbtree', 'base_score':3}
 
 # the rest of settings are the same
 watchlist = [(dtest, 'eval'), (dtrain, 'train')]