Add underscore guideline to CONTRIBUTING.md (#1034)

Co-authored-by: Wei Ji <[email protected]>
Co-authored-by: Dongdong Tian <[email protected]>

CONTRIBUTING.md

@@ -210,6 +210,8 @@ General guidelines for pull requests (PRs):
 * Larger changes should be broken down into smaller components and integrated
   separately.
 * Bug fixes should be submitted in separate PRs.
+* Use underscores for all Python (*.py) files as per [PEP8](https://www.python.org/dev/peps/pep-0008/), 
+  not hyphens. Directory names should also use underscores instead of hyphens.
 * Describe what your PR changes and *why* this is a good thing. Be as specific as you
   can. The PR description is how we keep track of the changes made to the project over
   time.