Prevent copying SimpleDMatrix. (#5453)

* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.

* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.

src/common/common.h

@@ -64,6 +64,11 @@ inline std::vector<std::string> Split(const std::string& s, char delim) {
   return ret;
 }
 
+template <typename T>
+XGBOOST_DEVICE T Max(T a, T b) {
+  return a < b ? b : a;
+}
+
 // simple routine to convert any data to string
 template<typename T>
 inline std::string ToString(const T& data) {