Add support for Gamma regression (#1258)

* Add support for Gamma regression

* Use base_score to replace the lp_bias

* Remove the lp_bias config block

* Add a demo for running gamma regression in Python

* Typo fix

* Revise the description for objective

* Add a script to generate the autoclaims dataset

demo/data/gen_autoclaims.R

@@ -0,0 +1,18 @@
+site <- 'http://cran.r-project.org'
+if (!require('dummies'))
+    install.packages('dummies', repos=site)
+if (!require('insuranceData'))
+    install.packages('insuranceData', repos=site)
+
+library(dummies)
+library(insuranceData)
+
+data(AutoClaims)
+data = AutoClaims
+
+data$STATE = as.factor(data$STATE)
+data$CLASS = as.factor(data$CLASS)
+data$GENDER = as.factor(data$GENDER)
+
+data.dummy <- dummy.data.frame(data, dummy.class='factor', omit.constants=T);
+write.table(data.dummy, 'autoclaims.csv', sep=',', row.names=F, col.names=F, quote=F)