Various bug fixes (#2825)

* Fatal error if GPU algorithm selected without GPU support compiled

* Resolve type conversion warnings

* Fix gpu unit test failure

* Fix compressed iterator edge case

* Fix python unit test failures due to flake8 update on pip

tests/cpp/predictor/test_gpu_predictor.cu

@@ -16,7 +16,7 @@ TEST(gpu_predictor, Test) {
       std::unique_ptr<Predictor>(Predictor::Create("cpu_predictor"));
 
   std::vector<std::unique_ptr<RegTree>> trees;
-  trees.push_back(std::unique_ptr<RegTree>());
+  trees.push_back(std::unique_ptr<RegTree>(new RegTree()));
   trees.back()->InitModel();
   (*trees.back())[0].set_leaf(1.5f);
   (*trees.back()).stat(0).sum_hess = 1.0f;
@@ -39,7 +39,6 @@ TEST(gpu_predictor, Test) {
     ASSERT_LT(std::abs(gpu_out_predictions[i] - cpu_out_predictions[i]),
               abs_tolerance);
   }
-
   // Test predict instance
   auto batch = dmat->RowIterator()->Value();
   for (int i = 0; i < batch.size; i++) {