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/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 =