Group CLI demo into subdirectory. (#6258)

CLI is not most developed interface. Putting them into correct directory can help new users to avoid it as most of the use cases are from a language binding.

demo/CLI/binary_classification/mushroom.conf

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+# General Parameters, see comment for each definition
+# choose the booster, can be gbtree or gblinear
+booster = gbtree
+# choose logistic regression loss function for binary classification
+objective = binary:logistic
+
+# Tree Booster Parameters
+# step size shrinkage
+eta = 1.0
+# minimum loss reduction required to make a further partition
+gamma = 1.0
+# minimum sum of instance weight(hessian) needed in a child
+min_child_weight = 1
+# maximum depth of a tree
+max_depth = 3
+
+# Task Parameters
+# the number of round to do boosting
+num_round = 2
+# 0 means do not save any model except the final round model
+save_period = 2
+# The path of training data
+data = "agaricus.txt.train"
+# The path of validation data, used to monitor training process, here [test] sets name of the validation set
+eval[test] = "agaricus.txt.test"
+# evaluate on training data as well each round
+eval_train = 1
+# The path of test data
+test:data = "agaricus.txt.test"