The current installation doc (https://xgboost.readthedocs.io/en/latest/build.html) has accumulated lots of sections over time. It's time to simplify it. I want to make it look simple and easy to use.

Good examples:

• RAPIDS: https://rapids.ai/start.html
  

• MXNet: https://mxnet.apache.org/get_started
  

The idea is to make the installation doc page less overwhelming, by letting the user filter the doc by the use case they have in mind. The vast majority of users will not want to build XGBoost from the source, so hide the build detail until the user requests it. For example, on the MXNet page, you can select "Build From Source" in the selector in order to display the source build instructions.