Philip Hyunsu Cho 4240daed4e
Make pip install xgboost*.tar.gz work by fixing build-python.sh (#5241)
* Make pip install xgboost*.tar.gz work by fixing build-python.sh

* Simplify install doc

* Add test

* Install Miniconda for Linux target too

* Build XGBoost only once in sdist

* Try importing xgboost after installation

* Don't set PYTHONPATH env var for sdist test
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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.