Sklearn convention update (#2323)

* Added n_jobs and random_state to keep up to date with sklearn API.
Deprecated nthread and seed.  Added tests for new params and
deprecations.

* Fixed docstring to reflect updates to n_jobs and random_state.

* Fixed whitespace issues and removed nose import.

* Added deprecation note for nthread and seed in docstring.

* Attempted fix of deprecation tests.

* Second attempted fix to tests.

* Set n_jobs to 1.

tests/python/test_with_sklearn.py

@@ -2,6 +2,7 @@ import numpy as np
 import random
 import xgboost as xgb
 import testing as tm
+import warnings
 
 rng = np.random.RandomState(1994)
 
@@ -326,3 +327,39 @@ def test_split_value_histograms():
     assert gbdt.get_split_value_histogram("f28", bins=2).shape[0] == 2
     assert gbdt.get_split_value_histogram("f28", bins=5).shape[0] == 2
     assert gbdt.get_split_value_histogram("f28", bins=None).shape[0] == 2
+
+
+def test_sklearn_random_state():
+    tm._skip_if_no_sklearn()
+
+    clf = xgb.XGBClassifier(random_state=402)
+    assert clf.get_params()['seed'] == 402
+
+    clf = xgb.XGBClassifier(seed=401)
+    assert clf.get_params()['seed'] == 401
+
+
+def test_seed_deprecation():
+    tm._skip_if_no_sklearn()
+    warnings.simplefilter("always")
+    with warnings.catch_warnings(record=True) as w:
+        xgb.XGBClassifier(seed=1)
+        assert w[0].category == DeprecationWarning
+
+
+def test_sklearn_n_jobs():
+    tm._skip_if_no_sklearn()
+
+    clf = xgb.XGBClassifier(n_jobs=1)
+    assert clf.get_params()['nthread'] == 1
+
+    clf = xgb.XGBClassifier(nthread=2)
+    assert clf.get_params()['nthread'] == 2
+
+
+def test_nthread_deprecation():
+    tm._skip_if_no_sklearn()
+    warnings.simplefilter("always")
+    with warnings.catch_warnings(record=True) as w:
+        xgb.XGBClassifier(nthread=1)
+        assert w[0].category == DeprecationWarning