Drop XGBoost components/docs

[jakirkham]

As Dask-XGBoost functionality has moved upstream into XGBoost and Dask-XGBoost is considered deprecated at this point ( dask/dask-xgboost#80 ). Would be good to update things in Dask-ML accordingly. There is still some code here that relies on Dask-XGBoost and some docs mentioning Dask-XGBoost, all of which can be removed.

[jakirkham]

Also had started some of this work in PR ( #834 )