[Breaking] Update sklearn interface. (#4929)

* Remove nthread, seed, silent. Add tree_method, gpu_id, num_parallel_tree. Fix #4909.
* Check data shape. Fix #4896.
* Check element of eval_set is tuple. Fix #4875
*  Add doc for random_state with hogwild. Fixes #4919

src/learner.cc

@@ -601,7 +601,7 @@ class LearnerImpl : public Learner {
     gbm_->Configure(args);
 
     if (this->gbm_->UseGPU()) {
-      if (cfg_.find("gpu_id") == cfg_.cend()) {
+      if (generic_param_.gpu_id == -1) {
         generic_param_.gpu_id = 0;
       }
     }