Expose ObjectiveFunction class to the Python API

[neNasko1]

Summary

The feature in question is related to the fact that there seems to be no way to examine the (grad, hess) pair from the user facing Python API. This might as well be a documentation issue and I will be happy to contribute if that is the case.

Motivation

This will be useful for examinations in a callback or after a model has finished training - for example computing the out-of-sample feature importances of a model.

Description

I have provided a PR that outlines a minimal implementation that covers the most basic use cases that may exist. I am open to discuss further implementation and non-implementation details.

[neNasko1]

I am open to discussions about surrounding details as this is a public-facing API change.