add max_depth to xgboost search space

[sonichi]

For improving performance on regression.
Example dataset: brazil_houses.

[qingyun-wu]

Is it necessary to add max_depth to the search_space here? max_depth is removed from the space in XGBoostSklearnEstimator, and added in XGBoostLimitDepthEstimator

space["max_depth"] = {
            "domain": tune.randint(lower=1, upper=min(upper, 16)),
            "init_value": 1,
            "low_cost_init_value": 1,
        }

[sonichi]

XGBoostEstimator is not used as a default estimator. It's used for a custom estimator example. It's not necessary to add it here. I added it just to keep an example of including both 0 and non-zero in the domain of max_depth.