Oleksandr Pryimak 80977182c5 Use bundled gtest (#4900)
* Suggest to use gtest bundled with dmlc

* Use dmlc bundled gtest in all CI scripts

* Make clang-tidy to use dmlc embedded gtest
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The documentation of xgboost is generated with recommonmark and sphinx.

You can build it locally by typing "make html" in this folder.

Checkout https://recommonmark.readthedocs.org for guide on how to write markdown with extensions used in this doc, such as math formulas and table of content.