Documenting CSV loading into DMatrix (#3137)

* Support CSV file in DMatrix

We'd just need to expose the CSV parser in dmlc-core to the Python wrapper

* Revert extra code; document existing CSV support

CSV support is already there but undocumented

* Add notice about categorical features

python-package/xgboost/core.py

@@ -235,8 +235,6 @@ class DMatrix(object):
                  feature_names=None, feature_types=None,
                  nthread=None):
         """
-        Data matrix used in XGBoost.
-
         Parameters
         ----------
         data : string/numpy array/scipy.sparse/pd.DataFrame
@@ -706,7 +704,7 @@ class DMatrix(object):
 
 
 class Booster(object):
-    """"A Booster of of XGBoost.
+    """A Booster of of XGBoost.
 
     Booster is the model of xgboost, that contains low level routines for
     training, prediction and evaluation.
@@ -716,8 +714,7 @@ class Booster(object):
 
     def __init__(self, params=None, cache=(), model_file=None):
         # pylint: disable=invalid-name
-        """Initialize the Booster.
-
+        """
         Parameters
         ----------
         params : dict