[GPU-Plugin] Major refactor 2 (#2664)

* Change cmake option

* Move source files

* Move google tests

* Move python tests

* Move benchmarks

* Move documentation

* Remove makefile support

* Fix test run

* Move GPU tests

doc/_static/xgboost-theme/navbar.html

@@ -23,6 +23,7 @@
             <li><a href="{{url_root}}jvm/index.html">JVM</a></li>
             <li><a href="{{url_root}}julia/index.html">Julia</a></li>
             <li><a href="{{url_root}}cli/index.html">CLI</a></li>
+            <li><a href="{{url_root}}gpu/index.html">GPU</a></li>
           </ul>
         </li>
         {% endfor %}

doc/build.md

@@ -28,6 +28,7 @@ even better to send pull request if you can fix the problem.
   - [Building on Ubuntu/Debian](#building-on-ubuntu-debian)
   - [Building on OSX](#building-on-osx)
   - [Building on Windows](#building-on-windows)
+  - [Building with GPU support](#building-with-gpu-support)
   - [Windows Binaries](#windows-binaries)
   - [Customized Building](#customized-building)
 - [Python Package Installation](#python-package-installation)
@@ -131,6 +132,32 @@ This specifies an out of source build using the MSVC 12 64 bit generator. Open t
 
 Other versions of Visual Studio may work but are untested.
 
+### Building with GPU support
+
+XGBoost can be built with GPU support for both Linux and Windows using cmake. GPU support works with the Python package as well as the CLI version. The R package is not yet supported.
+
+An up-to-date version of the cuda toolkit is required.
+
+From the command line on Linux starting from the xgboost directory:
+
+```bash
+$ mkdir build
+$ cd build
+$ cmake .. -DUSE_CUDA=ON
+$ make -j
+```
+On Windows using cmake, see what options for Generators you have for cmake, and choose one with [arch] replaced by Win64:
+```bash
+cmake -help
+```
+Then run cmake as:
+```bash
+$ mkdir build
+$ cd build
+$ cmake .. -G"Visual Studio 14 2015 Win64" -DUSE_CUDA=ON
+```
+Cmake will create an xgboost.sln solution file in the build directory. Build this solution in release mode as a x64 build.
+
 ### Windows Binaries
 Unofficial windows binaries and instructions on how to use them are hosted on [Guido Tapia's blog](http://www.picnet.com.au/blogs/guido/post/2016/09/22/xgboost-windows-x64-binaries-for-download/)
 

doc/conf.py

@@ -168,6 +168,8 @@ def setup(app):
                        '_static/jquery.js')
     app.add_config_value('recommonmark_config', {
             'url_resolver': lambda url: github_doc_root + url,
-            }, True)
+            'enable_eval_rst': True,
+            }, True,
+            )
     app.add_transform(AutoStructify)
     app.add_javascript('jquery.js')

doc/how_to/index.md

@@ -8,6 +8,7 @@ This page contains guidelines to use and develop XGBoost.
 ## Use XGBoost in Specific Ways
 - [Parameter tuning guide](param_tuning.md)
 - [Use out of core computation for large dataset](external_memory.md)
+- [Use XGBoost GPU algorithms](../gpu/index.md)
 
 ## Develop and Hack XGBoost
 - [Contribute to XGBoost](contribute.md)

doc/index.md

@@ -10,6 +10,7 @@ These are used to generate the index used in search.
 * [Java/Scala Package Document](jvm/index.md)
 * [Julia Package Document](julia/index.md)
 * [CLI Package Document](cli/index.md)
+* [GPU Support Document](gpu/index.md)
 - [Howto Documents](how_to/index.md)
 - [Get Started Documents](get_started/index.md)
 - [Tutorials](tutorials/index.md)