Objective function evaluation on GPU with minimal PCIe transfers (#2935)

* Added GPU objective function and no-copy interface.

- xgboost::HostDeviceVector<T> syncs automatically between host and device
- no-copy interfaces have been added
- default implementations just sync the data to host
  and call the implementations with std::vector
- GPU objective function, predictor, histogram updater process data
  directly on GPU

src/common/host_device_vector.cc

@@ -0,0 +1,54 @@
+/*!
+ * Copyright 2017 XGBoost contributors
+ */
+#ifndef XGBOOST_USE_CUDA
+
+// dummy implementation of HostDeviceVector in case CUDA is not used
+
+#include <xgboost/base.h>
+#include "./host_device_vector.h"
+
+namespace xgboost {
+
+template <typename T>
+struct HostDeviceVectorImpl {
+  explicit HostDeviceVectorImpl(size_t size) : data_h_(size) {}
+  std::vector<T> data_h_;
+};
+
+template <typename T>
+HostDeviceVector<T>::HostDeviceVector(size_t size, int device) : impl_(nullptr) {
+  impl_ = new HostDeviceVectorImpl<T>(size);
+}
+
+template <typename T>
+HostDeviceVector<T>::~HostDeviceVector() {
+  HostDeviceVectorImpl<T>* tmp = impl_;
+  impl_ = nullptr;
+  delete tmp;
+}
+
+template <typename T>
+size_t HostDeviceVector<T>::size() const { return impl_->data_h_.size(); }
+
+template <typename T>
+int HostDeviceVector<T>::device() const { return -1; }
+
+template <typename T>
+T* HostDeviceVector<T>::ptr_d(int device) { return nullptr; }
+
+template <typename T>
+std::vector<T>& HostDeviceVector<T>::data_h() { return impl_->data_h_; }
+
+template <typename T>
+void HostDeviceVector<T>::resize(size_t new_size, int new_device) {
+  impl_->data_h_.resize(new_size);
+}
+
+// explicit instantiations are required, as HostDeviceVector isn't header-only
+template class HostDeviceVector<bst_float>;
+template class HostDeviceVector<bst_gpair>;
+
+}  // namespace xgboost
+
+#endif