Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage. (#3446)

* Replaced std::vector with HostDeviceVector in MetaInfo and SparsePage.

- added distributions to HostDeviceVector
- using HostDeviceVector for labels, weights and base margings in MetaInfo
- using HostDeviceVector for offset and data in SparsePage
- other necessary refactoring

* Added const version of HostDeviceVector API calls.

- const versions added to calls that can trigger data transfers, e.g. DevicePointer()
- updated the code that uses HostDeviceVector
- objective functions now accept const HostDeviceVector<bst_float>& for predictions

* Updated src/linear/updater_gpu_coordinate.cu.

* Added read-only state for HostDeviceVector sync.

- this means no copies are performed if both host and devices access
  the HostDeviceVector read-only

* Fixed linter and test errors.

- updated the lz4 plugin
- added ConstDeviceSpan to HostDeviceVector
- using device % dh::NVisibleDevices() for the physical device number,
  e.g. in calls to cudaSetDevice()

* Fixed explicit template instantiation errors for HostDeviceVector.

- replaced HostDeviceVector<unsigned int> with HostDeviceVector<int>

* Fixed HostDeviceVector tests that require multiple GPUs.

- added a mock set device handler; when set, it is called instead of cudaSetDevice()

tests/cpp/helpers.cc

@@ -49,9 +49,8 @@ void _CheckObjFunction(xgboost::ObjFunction * obj,
                       std::vector<xgboost::bst_float> out_grad,
                       std::vector<xgboost::bst_float> out_hess) {
   xgboost::HostDeviceVector<xgboost::bst_float> in_preds(preds);
-
   xgboost::HostDeviceVector<xgboost::GradientPair> out_gpair;
-  obj->GetGradient(&in_preds, info, 1, &out_gpair);
+  obj->GetGradient(in_preds, info, 1, &out_gpair);
   std::vector<xgboost::GradientPair>& gpair = out_gpair.HostVector();
 
   ASSERT_EQ(gpair.size(), in_preds.Size());
@@ -73,8 +72,8 @@ void CheckObjFunction(xgboost::ObjFunction * obj,
                       std::vector<xgboost::bst_float> out_hess) {
   xgboost::MetaInfo info;
   info.num_row_ = labels.size();
-  info.labels_ = labels;
-  info.weights_ = weights;
+  info.labels_.HostVector() = labels;
+  info.weights_.HostVector() = weights;
 
   _CheckObjFunction(obj, preds, labels, weights, info, out_grad, out_hess);
 }
@@ -88,8 +87,8 @@ void CheckRankingObjFunction(xgboost::ObjFunction * obj,
                       std::vector<xgboost::bst_float> out_hess) {
   xgboost::MetaInfo info;
   info.num_row_ = labels.size();
-  info.labels_ = labels;
-  info.weights_ = weights;
+  info.labels_.HostVector() = labels;
+  info.weights_.HostVector() = weights;
   info.group_ptr_ = groups;
 
   _CheckObjFunction(obj, preds, labels, weights, info, out_grad, out_hess);
@@ -102,8 +101,8 @@ xgboost::bst_float GetMetricEval(xgboost::Metric * metric,
                                  std::vector<xgboost::bst_float> weights) {
   xgboost::MetaInfo info;
   info.num_row_ = labels.size();
-  info.labels_ = labels;
-  info.weights_ = weights;
+  info.labels_.HostVector() = labels;
+  info.weights_.HostVector() = weights;
   return metric->Eval(preds, info, false);
 }