LightGBM

[python] Configure choice of `feature_importance_` in sklearn API  (#1470)

* ignore vim temporary files

* add importance_type arg to sklearn API

* update documentation info

* remote a trailing space

* remove trailing space (again :))

* add instructions on importance choices to sklearn API

* drop mention of constructor in the feature type setting

* adding a test for different feture types

* remove trailing spaces, make shorter assert in feature importance type handling test

* fixing style issue introduced with the new test