Create CHANGELOG.md

[woop]

Proposing to add a CHANGELOG.md file which uses https://github.com/github-changelog-generator/github-changelog-generator to create a changelog from our development history.

Given that our PRs and commits can be poorly named, I am suggesting the following strategy

• Have CHANGELOG.md as the source of truth. Keep it as verbose as possible
• Try to clean up items in the list to be more descriptive.
• Add a summary section for releases to the file as well. The summary should mostly be focused on any user focused changes that we have made (new features, bug fixes).
• The summary is also added to the "release" in GitHub.
• Link back from the "release" in GitHub to the CHANGELOG.md to see the full history.

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[woop]

@zhilingc @davidheryanto anything else we want to add here?