[GPU-Plugin] Integration of a faster version of grow_gpu plugin into mainstream (#2360)

* Integrating a faster version of grow_gpu plugin
1. Removed the older files to reduce duplication
2. Moved all of the grow_gpu files under 'exact' folder
3. All of them are inside 'exact' namespace to avoid any conflicts
4. Fixed a bug in benchmark.py while running only 'grow_gpu' plugin
5. Added cub and googletest submodules to ease integration and unit-testing
6. Updates to CMakeLists.txt to directly build cuda objects into libxgboost

* Added support for building gpu plugins through make flow
1. updated makefile and config.mk to add right targets
2. added unit-tests for gpu exact plugin code

* 1. Added support for building gpu plugin using 'make' flow as well
2. Updated instructions for building and testing gpu plugin

* Fix travis-ci errors for PR#2360
1. lint errors on unit-tests
2. removed googletest, instead depended upon dmlc-core provide gtest cache

* Some more fixes to travis-ci lint failures PR#2360

* Added Rory's copyrights to the files containing code from both.

* updated copyright statement as per Rory's request

* moved the static datasets into a script to generate them at runtime

* 1. memory usage print when silent=0
2. tests/ and test/ folder organization
3. removal of the dependency of googletest for just building xgboost
4. coding style updates for .cuh as well

* Fixes for compilation warnings

* add cuda object files as well when JVM_BINDINGS=ON

plugin/updater_gpu/src/updater_gpu.cu

@@ -0,0 +1,97 @@
+/*!
+ * Copyright 2016 Rory Mitchell
+ */
+#include <xgboost/tree_updater.h>
+#include <vector>
+#include "../../../src/common/random.h"
+#include "../../../src/common/sync.h"
+#include "../../../src/tree/param.h"
+#include "exact/gpu_builder.cuh"
+#include "gpu_hist_builder.cuh"
+
+namespace xgboost {
+namespace tree {
+DMLC_REGISTRY_FILE_TAG(updater_gpumaker);
+
+/*! \brief column-wise update to construct a tree */
+template <typename TStats>
+class GPUMaker : public TreeUpdater {
+ public:
+  void Init(
+      const std::vector<std::pair<std::string, std::string>>& args) override {
+    param.InitAllowUnknown(args);
+    builder.Init(param);
+  }
+
+  void Update(const std::vector<bst_gpair>& gpair, DMatrix* dmat,
+              const std::vector<RegTree*>& trees) override {
+    TStats::CheckInfo(dmat->info());
+    // rescale learning rate according to size of trees
+    float lr = param.learning_rate;
+    param.learning_rate = lr / trees.size();
+    builder.UpdateParam(param);
+
+    try {
+      // build tree
+      for (size_t i = 0; i < trees.size(); ++i) {
+        builder.Update(gpair, dmat, trees[i]);
+      }
+    } catch (const std::exception& e) {
+      LOG(FATAL) << "GPU plugin exception: " << e.what() << std::endl;
+    }
+    param.learning_rate = lr;
+  }
+
+ protected:
+  // training parameter
+  TrainParam param;
+  exact::GPUBuilder<int16_t> builder;
+};
+
+template <typename TStats>
+class GPUHistMaker : public TreeUpdater {
+ public:
+  void Init(
+      const std::vector<std::pair<std::string, std::string>>& args) override {
+    param.InitAllowUnknown(args);
+    builder.Init(param);
+  }
+
+  void Update(const std::vector<bst_gpair>& gpair, DMatrix* dmat,
+              const std::vector<RegTree*>& trees) override {
+    TStats::CheckInfo(dmat->info());
+    // rescale learning rate according to size of trees
+    float lr = param.learning_rate;
+    param.learning_rate = lr / trees.size();
+    builder.UpdateParam(param);
+    // build tree
+    try {
+      for (size_t i = 0; i < trees.size(); ++i) {
+        builder.Update(gpair, dmat, trees[i]);
+      }
+    } catch (const std::exception& e) {
+      LOG(FATAL) << "GPU plugin exception: " << e.what() << std::endl;
+    }
+    param.learning_rate = lr;
+  }
+
+  bool UpdatePredictionCache(const DMatrix* data,
+    std::vector<bst_float>* out_preds) override {
+    return builder.UpdatePredictionCache(data, out_preds);
+  }
+
+ protected:
+  // training parameter
+  TrainParam param;
+  GPUHistBuilder builder;
+};
+
+XGBOOST_REGISTER_TREE_UPDATER(GPUMaker, "grow_gpu")
+    .describe("Grow tree with GPU.")
+    .set_body([]() { return new GPUMaker<GradStats>(); });
+
+XGBOOST_REGISTER_TREE_UPDATER(GPUHistMaker, "grow_gpu_hist")
+    .describe("Grow tree with GPU.")
+    .set_body([]() { return new GPUHistMaker<GradStats>(); });
+}  // namespace tree
+}  // namespace xgboost