[PLUGIN] Add plugin system

plugin/example/README.md

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+XGBoost Plugin Example
+======================
+This folder provides an example of xgboost plugin.
+
+There are three steps you need to to do to add plugin to xgboost
+- Create your source .cc file, implement a new extension
+  - In this example [custom_obj.cc](custom_obj.cc)
+- Register this extension to xgboost via registration macr
+  - In this example ```XGBOOST_REGISTER_OBJECTIVE``` in [this line](custom_obj.cc#L75)
+- Create a [plugin.mk](plugin.mk) on this folder
+
+To add this plugin, add the following line to ```config.mk```(template in make/config.mk).
+```makefile
+# Add plugin by include the plugin in config
+include plugin/example/plugin.mk
+```
+
+Then you can test this plugin by using ```objective=mylogistic``` parameter.
+
+
+