Refactor CMake scripts. (#4323)

* Refactor CMake scripts.

* Remove CMake CUDA wrapper.
* Bump CMake version for CUDA.
* Use CMake to handle Doxygen.
* Split up CMakeList.
* Export install target.
* Use modern CMake.
* Remove build.sh
* Workaround for gpu_hist test.
* Use cmake 3.12.

* Revert machine.conf.

* Move CLI test to gpu.

* Small cleanup.

* Support using XGBoost as submodule.

* Fix windows

* Fix cpp tests on Windows

* Remove duplicated find_package.

doc/Doxyfile.in

@@ -38,7 +38,7 @@ PROJECT_NAME           = "xgboost"
 # could be handy for archiving the generated documentation or if some version
 # control system is used.
 
-PROJECT_NUMBER         =
+PROJECT_NUMBER         = @XGBOOST_VERSION@
 
 # Using the PROJECT_BRIEF tag one can provide an optional one line description
 # for a project that appears at the top of each page and should give viewer a
@@ -58,7 +58,7 @@ PROJECT_LOGO           =
 # entered, it will be relative to the location where doxygen was started. If
 # left blank the current directory will be used.
 
-OUTPUT_DIRECTORY       = doc/doxygen
+OUTPUT_DIRECTORY       = @PROJECT_BINARY_DIR@/doc_doxygen
 
 # If the CREATE_SUBDIRS tag is set to YES, then doxygen will create 4096 sub-
 # directories (in 2 levels) under the output directory of each output format and
@@ -753,7 +753,7 @@ WARN_LOGFILE           =
 # spaces.
 # Note: If this tag is empty the current directory is searched.
 
-INPUT                  = include src/common
+INPUT                  = @PROJECT_SOURCE_DIR@/include @PROJECT_SOURCE_DIR@/src/common
 
 # This tag can be used to specify the character encoding of the source files
 # that doxygen parses. Internally doxygen uses the UTF-8 encoding. Doxygen uses