Refactor fast-hist, add tests for some updaters. (#3836)

Add unittest for prune.

Add unittest for refresh.

Refactor fast_hist.

* Remove fast_hist_param.
* Rename to quantile_hist.

Add unittests for QuantileHist.

* Refactor QuantileHist into .h and .cc file.
* Remove sync.h.
* Remove MGPU_mock test.

Rename fast hist method to quantile hist.

tests/cpp/tree/test_gpu_hist.cu

@@ -328,8 +328,8 @@ TEST(GpuHist, ApplySplit) {
   shard->row_stride = n_cols;
   thrust::sequence(shard->ridx.CurrentDVec().tbegin(),
                    shard->ridx.CurrentDVec().tend());
+  // Free inside DeviceShard
   dh::safe_cuda(cudaMallocHost(&(shard->tmp_pinned), sizeof(int64_t)));
-
   // Initialize GPUHistMaker
   hist_maker.param_ = param;
   RegTree tree;
@@ -390,15 +390,5 @@ TEST(GpuHist, ApplySplit) {
   ASSERT_EQ(shard->ridx_segments[right_nidx].end, 16);
 }
 
-TEST(GpuHist, MGPU_mock) {
-  // Attempt to choose multiple GPU devices
-  int ngpu;
-  dh::safe_cuda(cudaGetDeviceCount(&ngpu));
-  CHECK_GT(ngpu, 1);
-  for (int i = 0; i < ngpu; ++i) {
-    dh::safe_cuda(cudaSetDevice(i));
-  }
-}
-
 }  // namespace tree
 }  // namespace xgboost