* Add feature score support for linear model.
* Port R interface to the new implementation.
* Add linear model support in Python.
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Set output margin to True for custom objective in Python and R.
* Add a demo for writing multi-class custom objective function.
* Run tests on selected demos.
* Some minor changes to the code style
Some minor changes to the code style in file basic_walkthrough.py
* coding style changes
* coding style changes arrcording PEP8
* Update basic_walkthrough.py