Removing path and line number from warnings. (#447)

* Removing path and line number from warnings.

* Declutters the warning message so the message is easier to see
* Removes the `warnings.warn(message)` from the message as well.
* Difference between old and new shown below:

Previous:
```
/Users/DevinPetersohn/software_builds/modin/modin/error_message.py:32: UserWarning: `cov` defaulting to pandas implementation.
To request implementation, send an email to feature_requests@modin.org.
  warnings.warn(message)
```

This commit:
```
WARN: `cov` defaulting to pandas implementation.
To request implementation, send an email to feature_requests@modin.org.
```

* Adding warning type to the message instead of "WARN"

* Code reorganization

modin/__init__.py

@@ -2,6 +2,16 @@
 import warnings
 
 
+def custom_formatwarning(msg, category, *args, **kwargs):
+    # ignore everything except the message
+    return "{}: {}\n".format(category.__name__, msg)
+
+
+warnings.formatwarning = custom_formatwarning
+# Filter numpy version warnings because they are not relevant
+warnings.filterwarnings("ignore", message="numpy.dtype size changed")
+
+
 def get_execution_engine():
     # In the future, when there are multiple engines and different ways of
     # backing the DataFrame, there will have to be some changed logic here to
@@ -24,9 +34,6 @@ def get_partition_format():
 __execution_engine__ = get_execution_engine()
 __partition_format__ = get_partition_format()
 
-# Filter numpy version warnings because they are not relevant
-warnings.filterwarnings("ignore", message="numpy.dtype size changed")
-
 # We don't want these used outside of this file.
 del get_execution_engine
 del get_partition_format