Add CHANGES.md to the project, with automatic update for new releases

[jcohenadad]

Context

A file CHANGES.md is common in software projects. It lists the notable changes for each new release.

However, such file requires high maintenance load, making sure we don't forget important features associated with a new release.

Proposed solution

Implement a script to create changelog automatically, as done in SCT project. In brief, this script:

• Finds the PRs associated with the new release (via the "milestone" property)
• For each PR:
  • categorize the type of change (bug, documentation, install, enhancement, etc.), based on "category labels".
  • indicate the function(s) affected by the change.
    The output looks like this.

If we adopt this strategy, we would need to:

• Update labels for each category, and for each function
• Start using milestones and releases
• Implement the changelog.py script
• Make script to create changelog automatically, e.g. here
• Update labels for each category
• create a CHANGES.md file
• Add a "Label" section in the contributing guidelines, as done for SCT project