GPU memory usage fixes + column sampling refactor (#3635)

* Remove thrust copy calls

* Fix  histogram memory usage

* Cap extreme histogram memory usage

* More efficient column sampling

* Use column sampler across updaters

* More efficient split evaluation on GPU with column sampling

src/common/host_device_vector.cc

@@ -102,6 +102,7 @@ void HostDeviceVector<T>::Reshard(GPUSet devices) { }
 template class HostDeviceVector<bst_float>;
 template class HostDeviceVector<GradientPair>;
 template class HostDeviceVector<unsigned int>;
+template class HostDeviceVector<int>;
 
 }  // namespace xgboost