Make HostDeviceVector single gpu only (#4773)

* Make HostDeviceVector single gpu only

tests/python-gpu/test_gpu_linear.py

@@ -23,7 +23,7 @@ class TestGPULinear(unittest.TestCase):
     @pytest.mark.skipif(**tm.no_sklearn())
     def test_gpu_coordinate(self):
         parameters = self.common_param.copy()
-        parameters['n_gpus'] = [1]
+        parameters['gpu_id'] = [0]
         for param in test_linear.parameter_combinations(parameters):
             results = test_linear.run_suite(
                 param, 150, self.datasets, scale_features=True)

tests/python-gpu/test_gpu_updaters.py

@@ -21,7 +21,7 @@ datasets = ["Boston", "Cancer", "Digits", "Sparse regression",
 
 class TestGPU(unittest.TestCase):
     def test_gpu_hist(self):
-        test_param = parameter_combinations({'n_gpus': [1], 'max_depth': [2, 8],
+        test_param = parameter_combinations({'gpu_id': [0], 'max_depth': [2, 8],
                                              'max_leaves': [255, 4],
                                              'max_bin': [2, 256],
                                              'grow_policy': ['lossguide']})
@@ -38,8 +38,7 @@ class TestGPU(unittest.TestCase):
 
     @pytest.mark.mgpu
     def test_specified_gpu_id_gpu_update(self):
-        variable_param = {'n_gpus': [1],
-                          'gpu_id': [1],
+        variable_param = {'gpu_id': [1],
                           'max_depth': [8],
                           'max_leaves': [255, 4],
                           'max_bin': [2, 64],

tests/python-gpu/test_large_sizes.py

@@ -63,7 +63,7 @@ class TestGPU(unittest.TestCase):
                          'nthread': 0,
                          'eta': 1,
                          'verbosity': 3,
-                         'n_gpus': 1,
+                         'gpu_id': 0,
                          'objective': 'binary:logistic',
                          'max_bin': max_bin,
                          'eval_metric': 'auc'}