Optimisations for gpu_hist. (#4248)

* Optimisations for gpu_hist.

* Use streams to overlap operations.

* ColumnSampler now uses HostDeviceVector to prevent repeatedly copying feature vectors to the device.

src/common/device_helpers.cuh

@@ -208,16 +208,23 @@ __global__ void LaunchNKernel(int device_idx, size_t begin, size_t end,
 }
 
 template <int ITEMS_PER_THREAD = 8, int BLOCK_THREADS = 256, typename L>
-inline void LaunchN(int device_idx, size_t n, L lambda) {
+inline void LaunchN(int device_idx, size_t n, cudaStream_t stream, L lambda) {
   if (n == 0) {
     return;
   }
 
   safe_cuda(cudaSetDevice(device_idx));
+
   const int GRID_SIZE =
       static_cast<int>(DivRoundUp(n, ITEMS_PER_THREAD * BLOCK_THREADS));
-  LaunchNKernel<<<GRID_SIZE, BLOCK_THREADS>>>(static_cast<size_t>(0), n,
-                                              lambda);
+  LaunchNKernel<<<GRID_SIZE, BLOCK_THREADS, 0, stream>>>(static_cast<size_t>(0),
+                                                         n, lambda);
+}
+
+// Default stream version
+template <int ITEMS_PER_THREAD = 8, int BLOCK_THREADS = 256, typename L>
+inline void LaunchN(int device_idx, size_t n, L lambda) {
+  LaunchN<ITEMS_PER_THREAD, BLOCK_THREADS>(device_idx, n, nullptr, lambda);
 }
 
 /*
@@ -500,6 +507,31 @@ class BulkAllocator {
   }
 };
 
+// Keep track of pinned memory allocation
+struct PinnedMemory {
+  void *temp_storage{nullptr};
+  size_t temp_storage_bytes{0};
+
+  ~PinnedMemory() { Free(); }
+
+  template <typename T>
+  xgboost::common::Span<T> GetSpan(size_t size) {
+    size_t num_bytes = size * sizeof(T);
+    if (num_bytes > temp_storage_bytes) {
+      Free();
+      safe_cuda(cudaMallocHost(&temp_storage, num_bytes));
+      temp_storage_bytes = num_bytes;
+    }
+    return xgboost::common::Span<T>(static_cast<T *>(temp_storage), size);
+  }
+
+  void Free() {
+    if (temp_storage != nullptr) {
+      safe_cuda(cudaFreeHost(temp_storage));
+    }
+  }
+};
+
 // Keep track of cub library device allocation
 struct CubMemory {
   void *d_temp_storage;