Column sampling at individual nodes (splits). (#3971)

* Column sampling at individual nodes (splits).

* Documented colsample_bynode parameter.

- also updated documentation for colsample_by* parameters

* Updated documentation.

* GetFeatureSet() returns shared pointer to std::vector.

* Sync sampled columns across multiple processes.

tests/cpp/tree/test_gpu_hist.cu

@@ -227,6 +227,7 @@ TEST(GpuHist, EvaluateSplits) {
   TrainParam param;
   param.max_depth = 1;
   param.n_gpus = 1;
+  param.colsample_bynode = 1;
   param.colsample_bylevel = 1;
   param.colsample_bytree = 1;
   param.min_child_weight = 0.01;
@@ -284,6 +285,7 @@ TEST(GpuHist, EvaluateSplits) {
   hist_maker.param_ = param;
   hist_maker.shards_.push_back(std::move(shard));
   hist_maker.column_sampler_.Init(n_cols,
+                                  param.colsample_bynode,
                                   param.colsample_bylevel,
                                   param.colsample_bytree,
                                   false);