Added tune_and_train method to LocalClassifier.

* LocalClassifier.tune_and_train replicated sklearn's GridSearchCV but uses a single train/tune split on examples and uses weighted data to be more efficient in this situation.
* Also added sanity test to make sure the method doesn't crash
Added integer verbosity to LocalClassifier.tune_and_train.

The start of adding verbosity levels to anything that prints to better
control amount of output.