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/objective/objective.cc

@@ -6,6 +6,8 @@
 #include <xgboost/objective.h>
 #include <dmlc/registry.h>
 
+#include "../common/host_device_vector.h"
+
 namespace dmlc {
 DMLC_REGISTRY_ENABLE(::xgboost::ObjFunctionReg);
 }  // namespace dmlc
@@ -22,12 +24,27 @@ ObjFunction* ObjFunction::Create(const std::string& name) {
   }
   return (e->body)();
 }
+
+void ObjFunction::GetGradient(HostDeviceVector<bst_float>* preds,
+                              const MetaInfo& info,
+                              int iteration,
+                              HostDeviceVector<bst_gpair>* out_gpair) {
+  GetGradient(preds->data_h(), info, iteration, &out_gpair->data_h());
+}
+
+void ObjFunction::PredTransform(HostDeviceVector<bst_float> *io_preds) {
+  PredTransform(&io_preds->data_h());
+}
+
 }  // namespace xgboost
 
 namespace xgboost {
 namespace obj {
 // List of files that will be force linked in static links.
 DMLC_REGISTRY_LINK_TAG(regression_obj);
+#ifdef XGBOOST_USE_CUDA
+  DMLC_REGISTRY_LINK_TAG(regression_obj_gpu);
+#endif
 DMLC_REGISTRY_LINK_TAG(multiclass_obj);
 DMLC_REGISTRY_LINK_TAG(rank_obj);
 }  // namespace obj