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_examples.py

@@ -1,4 +1,3 @@
-#!/usr/bin/python
 '''
 Created on 1 Apr 2015
 
@@ -52,9 +51,9 @@ y = boston['target']
 X = boston['data']
 xgb_model = xgb.XGBRegressor()
 clf = GridSearchCV(xgb_model,
-                   {'max_depth': [2,4,6],
-                    'n_estimators': [50,100,200]}, verbose=1)
-clf.fit(X,y)
+                   {'max_depth': [2, 4, 6],
+                    'n_estimators': [50, 100, 200]}, verbose=1)
+clf.fit(X, y)
 print(clf.best_score_)
 print(clf.best_params_)
 
@@ -73,4 +72,3 @@ X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
 clf = xgb.XGBClassifier()
 clf.fit(X_train, y_train, early_stopping_rounds=10, eval_metric="auc",
         eval_set=[(X_test, y_test)])
-