Raise exception if pyarrow is imported before ray. (#1283)

* Raise exception if pyarrow is imported before ray.

* Pip install pyarrow when building doc so we don't have to mock it.

* Raise ImportError instead of Exception.

python/ray/__init__.py

@@ -4,6 +4,12 @@ from __future__ import print_function
 
 import os
 import sys
+
+if "pyarrow" in sys.modules:
+    raise ImportError("Ray must be imported before pyarrow because Ray "
+                      "requires a specific version of pyarrow (which is "
+                      "packaged along with Ray).")
+
 # Add the directory containing pyarrow to the Python path so that we find the
 # pyarrow version packaged with ray and not a pre-existing pyarrow.
 pyarrow_path = os.path.join(os.path.abspath(os.path.dirname(__file__)),