Config for linear updaters. (#5222)

src/gbm/gblinear.cc

@@ -102,11 +102,18 @@ class GBLinear : public GradientBooster {
   void LoadConfig(Json const& in) override {
     CHECK_EQ(get<String>(in["name"]), "gblinear");
     fromJson(in["gblinear_train_param"], &param_);
+    updater_.reset(LinearUpdater::Create(param_.updater, generic_param_));
+    this->updater_->LoadConfig(in["updater"]);
   }
   void SaveConfig(Json* p_out) const override {
     auto& out = *p_out;
     out["name"] = String{"gblinear"};
     out["gblinear_train_param"] = toJson(param_);
+
+    out["updater"] = Object();
+    auto& j_updater = out["updater"];
+    CHECK(this->updater_);
+    this->updater_->SaveConfig(&j_updater);
   }
 
   void DoBoost(DMatrix *p_fmat,

src/linear/updater_coordinate.cc

@@ -7,6 +7,7 @@
 #include "./param.h"
 #include "../common/timer.h"
 #include "coordinate_common.h"
+#include "xgboost/json.h"
 
 namespace xgboost {
 namespace linear {
@@ -32,6 +33,18 @@ class CoordinateUpdater : public LinearUpdater {
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("CoordinateUpdater");
   }
+
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &tparam_);
+    fromJson(config.at("coordinate_param"), &cparam_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(tparam_);
+    out["coordinate_param"] = toJson(cparam_);
+  }
+
   void Update(HostDeviceVector<GradientPair> *in_gpair, DMatrix *p_fmat,
               gbm::GBLinearModel *model, double sum_instance_weight) override {
     tparam_.DenormalizePenalties(sum_instance_weight);

src/linear/updater_gpu_coordinate.cu

@@ -37,10 +37,22 @@ class GPUCoordinateUpdater : public LinearUpdater {  // NOLINT
   // set training parameter
   void Configure(Args const& args) override {
     tparam_.UpdateAllowUnknown(args);
+    coord_param_.UpdateAllowUnknown(args);
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("GPUCoordinateUpdater");
   }
 
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &tparam_);
+    fromJson(config.at("coordinate_param"), &coord_param_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(tparam_);
+    out["coordinate_param"] = toJson(coord_param_);
+  }
+
   void LazyInitDevice(DMatrix *p_fmat, const LearnerModelParam &model_param) {
     if (learner_param_->gpu_id < 0) return;
 

src/linear/updater_shotgun.cc

@@ -23,6 +23,15 @@ class ShotgunUpdater : public LinearUpdater {
     }
     selector_.reset(FeatureSelector::Create(param_.feature_selector));
   }
+  void LoadConfig(Json const& in) override {
+    auto const& config = get<Object const>(in);
+    fromJson(config.at("linear_train_param"), &param_);
+  }
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["linear_train_param"] = toJson(param_);
+  }
+
   void Update(HostDeviceVector<GradientPair> *in_gpair, DMatrix *p_fmat,
               gbm::GBLinearModel *model, double sum_instance_weight) override {
     auto &gpair = in_gpair->HostVector();