Support slicing tree model (#6302)

This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

doc/python/index.rst

@@ -12,4 +12,5 @@ Contents
   python_intro
   python_api
   callbacks
+  model
   Python examples <https://github.com/dmlc/xgboost/tree/master/demo/guide-python>