[Data] Document DataContext

[bveeramani]

Why are these changes needed?

To globally configure data, you need to set attributes of the DataContext object. However, none of the DataContext settings are documented. This PR documents them, and also simplifies the DataContext module.

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[pcmoritz]

Can we call out which of these users are likely to want to configure and which ones are advanced? The best way would be by grouping them, and if that's not possible, put an (advanced) next to the advanced ones.

Also some more detailed questions: What's the difference between enable_progress_bars and use_ray_tqdm? That's currently not clear from the docs.

For many of these, it is impossible for the users to know what they are doing, like actor_prefetcher_enabled, pipeline_push_based_shuffle_reduce_tasks (not documented), enable_get_object_locations_for_metrics, write_file_retry_on_errors (not documented)

The reference to retry_exceptions should be a link.

[bveeramani]

Can we call out which of these users are likely to want to configure and which ones are advanced? The best way would be by grouping them, and if that's not possible, put an (advanced) next to the advanced ones.

@pcmoritz would you be opposed to us addressing this in a subsequent PR? I agree that the descriptions aren't very helpful right now. That said, before we invest time into improving the documentation, I was thinking we should go through the list of settings and remove unnecessary ones.

The reference to retry_exceptions should be a link.

Fixed.