[jvm-packages] Scaladoc issues with 2.12

As we are moving to Scala 2.12 exclusivly, I can see we have moved to the new Scaladoc, however there seems to be something wrong, as the new layout is significantly harder to use.

XGBoost4j Docs: https://xgboost.readthedocs.io/en/latest/jvm/scaladocs/xgboost4j/index.html
XGBoost4j-spark Docs: https://xgboost.readthedocs.io/en/latest/jvm/scaladocs/xgboost4j-spark/index.html

Both of which are not very usefull because they hide all classes behind 5+ clicks, for example:

Perhaps we could link deeper into the classpath (from the xgboost.ai site), or change something else about how we are using Scaladoc with 2.12?

Deeper link example: https://xgboost.readthedocs.io/en/latest/jvm/scaladocs/xgboost4j-spark/ml/dmlc/xgboost4j/scala/spark/index.html