Adding some details on nthread parameter
Adding some details on nthread parameter

I got this information about nthread='real cpu count' from https://github.com/dmlc/xgboost/blob/7cb449c4a75c2a16f6dfea5244ce959d998344b1/java/xgboost4j-demo/src/main/java/org/dmlc/xgboost4j/demo/ExternalMemory.java#L50
Please confirm if this note is still valid before merging this change!
dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost,dmlc/xgboost