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[python] [docs] fixed objective in sklearn wrapper; added missed objectives & metrics to docs (#1059)

* added missed aliases for task parameter

* fixed indents

* added missed aliases and options for tree_learner parameter

* added missed objectives to docs

* fixed typo in Poisson parameter and its description

* fixed model_format parameter description

* added missed metrics to docs

* fixed sklearn objective

* fixed set_params

* fixed docs

* added missed options to objectives

* added note about ignore_column (#1061)

* add quantile metric.

* first draft.

* add "sqrt" transform in regression objective function.

* fix a bug.

* update parameter doc

* fix doc

* Created objectives and metrics xentropy and xentropy1

* Some coment and code cleanup.

* Added Kullback-Leibler version of metric. Changed some warning messages.

* Fixed sign error in KL-divergence calc.

* Removed __PRETTY_FUNCTION__.

* Fixed better name for alternative xentropy parameterization.
Documented details on the objectives / metrics in code comments.

* Common code for label interval checks. Cleanups.

* Use common utility for various weight property checks.

* RMSE (L2) -> MSE (true L2)

* Remove sqrt unneeded reference

* Square L2 test (RMSE to MSE)

* No square root on test

* Attempt to add RMSE

* many refactors.

* remove multi_loglossova.

* fix tests.

* avoid using lambda function.

* fix some format.

* reduce branching.

* Support Poisson regression

Close #233

* update docs

http://research.microsoft.com/en-us/um/people/zhang/INRIA/Publis/Tutorial-Estim/node24.html

* Add Huber loss

https://en.wikipedia.org/wiki/Huber_loss

* update

* update docs/Parameters.md

* update

Support multiclass classification (#53)