python: use nose for tests

[henry0312]

http://nose.readthedocs.io/en/latest/index.html

This is the first commit of #261.
(I'm very sorry for too late starting)

[guolinke]

@wxchan can you review this ?

[henry0312]

I rebased the current master to fix conflict.

[wxchan]

do we need nose and rednose in requirement.txt?

[henry0312]

@wxchan no, however it is useful (https://github.com/Microsoft/LightGBM/pull/483/files#diff-354f30a63fb0907d4ad57269548329e3R36)

[kmike]

just FYI: nose is almost unmaintained now, last release was in 2015, last commit was a year ago, developers created nose2 which haven't got traction. I believe most nose users are switching to pytest these days, which is much better supported.

[henry0312]

I'll check nose2 and pytest.

[henry0312]

I think nose is enough for LightGBM, because

1. The Python official document introduces still nose (not nose2)
   https://docs.python.org/3.6/library/unittest.html
   https://docs.python.org/3.5/library/unittest.html
   https://docs.python.org/2.7/library/unittest.html
2. The tests of LightGBM use official unittest (see above links), and nose just provides some features on official unittest, which I need in Need much more tests #261.
3. In my experience, I haven't faced any problem as long as I use it normally.

[kmike]

Yeah, nose is a proven workhorse, and likely it'll work fine. My point is that pytest has all the same benefits (it is mentioned in python docs, provides similar features and similar ease of use - it can even run nose tests), and its last release was in 2017, not in 2015, so it can be a more future-proof choice.