added code for instance based weighing for rank objectives (#3379)

* added code for instance based weighing for rank objectives

* Fix lint

tests/cpp/objective/test_ranking_obj.cc

@@ -0,0 +1,28 @@
+// Copyright by Contributors
+#include <xgboost/objective.h>
+
+#include "../helpers.h"
+
+TEST(Objective, PairwiseRankingGPair) {
+  xgboost::ObjFunction * obj = xgboost::ObjFunction::Create("rank:pairwise");
+  std::vector<std::pair<std::string, std::string> > args;
+  obj->Configure(args);
+  // Test with setting sample weight to second query group
+  CheckRankingObjFunction(obj,
+                   {0, 0.1f, 0, 0.1f},
+                   {0,   1, 0, 1},
+                   {2.0f, 0.0f},
+                   {0, 2, 4},
+                   {1.9f, -1.9f, 0.0f, 0.0f},
+                   {1.995f, 1.995f, 0.0f, 0.0f});
+
+  CheckRankingObjFunction(obj,
+                   {0, 0.1f, 0, 0.1f},
+                   {0,   1, 0, 1},
+                   {1.0f, 1.0f},
+                   {0, 2, 4},
+                   {0.95f, -0.95f,  0.95f, -0.95f},
+                   {0.9975f, 0.9975f, 0.9975f, 0.9975f});
+
+  ASSERT_NO_THROW(obj->DefaultEvalMetric());
+}