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/sklearn_evals_result.py

@@ -20,7 +20,7 @@ clf = xgb.XGBModel(**param_dist)
 # Or you can use: clf = xgb.XGBClassifier(**param_dist)
 
 clf.fit(X_train, y_train,
-        eval_set=[(X_train, y_train), (X_test, y_test)], 
+        eval_set=[(X_train, y_train), (X_test, y_test)],
         eval_metric='logloss',
         verbose=True)
 
@@ -37,7 +37,7 @@ for e_name, e_mtrs in evals_result.items():
     for e_mtr_name, e_mtr_vals in e_mtrs.items():
         print('   - {}'.format(e_mtr_name))
         print('      - {}'.format(e_mtr_vals))
- 
+
 print('')
 print('Access complete dict:')
 print(evals_result)