Add basic unittests for gpu-hist method. (#3785)

* Split building histogram into separated class.
* Extract `InitCompressedRow` definition.
* Basic tests for gpu-hist.
* Document the code more verbosely.
* Removed `HistCutUnit`.
* Removed some duplicated copies in `GPUHistMaker`.
* Implement LCG and use it in tests.

src/common/device_helpers.cuh

@@ -204,7 +204,7 @@ inline void LaunchN(int device_idx, size_t n, L lambda) {
   const int GRID_SIZE =
       static_cast<int>(DivRoundUp(n, ITEMS_PER_THREAD * BLOCK_THREADS));
   LaunchNKernel<<<GRID_SIZE, BLOCK_THREADS>>>(static_cast<size_t>(0), n,
-                                                lambda);
+                                              lambda);
 }
 
 /*
@@ -365,6 +365,7 @@ class DVec2 {
   T *other() { return buff_.Alternate(); }
 };
 
+/*! \brief Helper for allocating large block of memory. */
 template <MemoryType MemoryT>
 class BulkAllocator {
   std::vector<char *> d_ptr_;

src/common/hist_util.h

@@ -53,34 +53,15 @@ struct GHistEntry {
   }
 };
 
-
-/*! \brief Cut configuration for one feature */
-struct HistCutUnit {
-  /*! \brief the index pointer of each histunit */
-  const bst_float* cut;
-  /*! \brief number of cutting point, containing the maximum point */
-  uint32_t size;
-  // default constructor
-  HistCutUnit() = default;
-  // constructor
-  HistCutUnit(const bst_float* cut, uint32_t size)
-      : cut(cut), size(size) {}
-};
-
-/*! \brief cut configuration for all the features. */
+/*! \brief Cut configuration for all the features. */
 struct HistCutMatrix {
-  /*! \brief unit pointer to rows by element position */
+  /*! \brief Unit pointer to rows by element position */
   std::vector<uint32_t> row_ptr;
   /*! \brief minimum value of each feature */
   std::vector<bst_float> min_val;
   /*! \brief the cut field */
   std::vector<bst_float> cut;
   uint32_t GetBinIdx(const Entry &e);
-  /*! \brief Get histogram bound for fid */
-  inline HistCutUnit operator[](bst_uint fid) const {
-    return {dmlc::BeginPtr(cut) + row_ptr[fid],
-                       row_ptr[fid + 1] - row_ptr[fid]};
-  }
 
   using WXQSketch = common::WXQuantileSketch<bst_float, bst_float>;
 
@@ -189,7 +170,7 @@ class GHistIndexBlockMatrix {
 
 /*!
  * \brief histogram of graident statistics for a single node.
- *  Consists of multiple GHistEntry's, each entry showing total graident statistics 
+ *  Consists of multiple GHistEntry's, each entry showing total graident statistics
  *     for that particular bin
  *  Uses global bin id so as to represent all features simultaneously
  */

src/tree/updater_gpu_common.cuh

@@ -75,7 +75,8 @@ inline void CheckGradientMax(const std::vector<GradientPair>& gpair) {
   auto* ptr = reinterpret_cast<const float*>(gpair.data());
   float abs_max =
       std::accumulate(ptr, ptr + (gpair.size() * 2), 0.f,
-                      [=](float a, float b) { return max(abs(a), abs(b)); });
+                      [=](float a, float b) {
+                        return std::max(abs(a), abs(b)); });
 
   CHECK_LT(abs_max, std::pow(2.0f, 16.0f))
       << "Labels are too large for this algorithm. Rescale to less than 2^16.";
@@ -254,6 +255,7 @@ XGBOOST_DEVICE float inline LossChangeMissing(const GradientPairT& scan,
                                          const float& parent_gain,
                                          const GPUTrainingParam& param,
                                          bool& missing_left_out) {  // NOLINT
+  // Put gradients of missing values to left
   float missing_left_loss =
       DeviceCalcLossChange(param, scan + missing, parent_sum, parent_gain);
   float missing_right_loss =