Deprecate positional arguments.

[trivialfis]

Deprecate positional arguments in following functions:

• __init__ for all classes in sklearn module.
• fit method for all classes in sklearn module.
• set_info for DMatrix class.

Refactor the evaluation matrices handling.

Close #6172 .

[codecov-io]

Codecov Report

Merging #6365 (49bdb89) into master (519cee1) will increase coverage by 0.17%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##           master    #6365      +/-   ##
==========================================
+ Coverage   81.31%   81.49%   +0.17%     
==========================================
  Files          12       12              
  Lines        3425     3458      +33     
==========================================
+ Hits         2785     2818      +33     
  Misses        640      640              

Impacted Files	Coverage Δ
python-package/xgboost/core.py	80.70% <100.00%> (+0.65%)	⬆️
python-package/xgboost/sklearn.py	89.49% <100.00%> (+0.45%)	⬆️
python-package/xgboost/tracker.py	93.97% <0.00%> (-1.21%)	⬇️
python-package/xgboost/libpath.py	55.55% <0.00%> (ø)
python-package/xgboost/training.py	96.52% <0.00%> (+0.03%)	⬆️
python-package/xgboost/callback.py	93.15% <0.00%> (+0.17%)	⬆️

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