GPU binning and compression. (#3319)

* GPU binning and compression.

- binning and index compression are done inside the DeviceShard constructor
- in case of a DMatrix with multiple row batches, it is first converted into a single row batch

tests/cpp/common/test_gpu_compressed_iterator.cu

@@ -0,0 +1,73 @@
+#include "../../../src/common/compressed_iterator.h"
+#include "../../../src/common/device_helpers.cuh"
+#include "gtest/gtest.h"
+#include <algorithm>
+#include <thrust/device_vector.h>
+
+namespace xgboost {
+namespace common {
+
+struct WriteSymbolFunction {
+  CompressedBufferWriter cbw;
+  unsigned char* buffer_data_d;
+  int* input_data_d;
+  WriteSymbolFunction(CompressedBufferWriter cbw, unsigned char* buffer_data_d,
+                      int* input_data_d)
+    : cbw(cbw), buffer_data_d(buffer_data_d), input_data_d(input_data_d) {}
+                                           
+  __device__ void operator()(size_t i) {
+    cbw.AtomicWriteSymbol(buffer_data_d, input_data_d[i], i);
+  }
+};
+
+struct ReadSymbolFunction {
+  CompressedIterator<int> ci;
+  int* output_data_d;
+  ReadSymbolFunction(CompressedIterator<int> ci, int* output_data_d)
+    : ci(ci), output_data_d(output_data_d) {}
+
+  __device__ void operator()(size_t i) {
+    output_data_d[i] = ci[i];
+  }                                           
+};
+
+TEST(CompressedIterator, TestGPU) {
+  std::vector<int> test_cases = {1, 3, 426, 21, 64, 256, 100000, INT32_MAX};
+  int num_elements = 1000;
+  int repetitions = 1000;
+  srand(9);
+
+  for (auto alphabet_size : test_cases) {
+    for (int i = 0; i < repetitions; i++) {
+      std::vector<int> input(num_elements);
+      std::generate(input.begin(), input.end(),
+        [=]() { return rand() % alphabet_size; });
+      CompressedBufferWriter cbw(alphabet_size);
+      thrust::device_vector<int> input_d(input);
+
+      thrust::device_vector<unsigned char> buffer_d(
+        CompressedBufferWriter::CalculateBufferSize(input.size(),
+          alphabet_size));
+
+      // write the data on device
+      auto input_data_d = input_d.data().get();
+      auto buffer_data_d = buffer_d.data().get();
+      dh::LaunchN(0, input_d.size(),
+                        WriteSymbolFunction(cbw, buffer_data_d, input_data_d));
+
+      // read the data on device
+      CompressedIterator<int> ci(buffer_d.data().get(), alphabet_size);
+      thrust::device_vector<int> output_d(input.size());
+      auto output_data_d = output_d.data().get();
+      dh::LaunchN(0, output_d.size(), ReadSymbolFunction(ci, output_data_d));
+
+      std::vector<int> output(output_d.size());
+      thrust::copy(output_d.begin(), output_d.end(), output.begin());
+
+      ASSERT_TRUE(input == output);
+    }
+  }
+}
+
+}  // namespace common
+}  // namespace xgboost