Support slicing tree model (#6302)

This PR is meant the end the confusion around best_ntree_limit and unify model slicing. We have multi-class and random forests, asking users to understand how to set ntree_limit is difficult and error prone.

* Implement the save_best option in early stopping.

Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

src/gbm/gbtree_model.cc

@@ -6,10 +6,10 @@
 #include "xgboost/json.h"
 #include "xgboost/logging.h"
 #include "gbtree_model.h"
+#include "gbtree.h"
 
 namespace xgboost {
 namespace gbm {
-
 void GBTreeModel::Save(dmlc::Stream* fo) const {
   CHECK_EQ(param.num_trees, static_cast<int32_t>(trees.size()));