Combine thread launches into single launch per tree for gpu_hist (#4343)

* Combine thread launches into single launch per tree for gpu_hist
algorithm.

* Address deprecation warning

* Add manual column sampler constructor

* Turn off omp dynamic to get a guaranteed number of threads

* Enable openmp in cuda code

tests/distributed/distributed_gpu.py

@@ -54,7 +54,8 @@ base_params = {
     'max_depth': 2,
     'eta': 1,
     'verbosity': 0,
-    'objective': 'binary:logistic'
+    'objective': 'binary:logistic',
+    'debug_synchronize': True
 }