Add package subsections to changelog. (#3871)

com.unity.ml-agents/CHANGELOG.md

 
 ## [Unreleased]
 ### Major Changes
+#### com.unity.ml-agents (C#)
+#### ml-agents / ml-agents-envs / gym-unity (Python)
+#### com.unity.ml-agents (C#)
+#### ml-agents / ml-agents-envs / gym-unity (Python)
+#### com.unity.ml-agents (C#)
+#### ml-agents / ml-agents-envs / gym-unity (Python)
 
 ## [1.0.0-preview] - 2020-05-06