[GPU-Plugin] (#2227)

* Add fast histogram algorithm
* Fix Linux build
* Add 'gpu_id' parameter

plugin/updater_gpu/benchmark/benchmark.py

@@ -0,0 +1,32 @@
+#pylint: skip-file
+import xgboost as xgb
+import numpy as np
+from sklearn.datasets import make_classification
+from sklearn.model_selection import train_test_split
+import time
+
+n = 1000000
+num_rounds = 100
+
+X,y = make_classification(n, n_features=50, random_state=7)
+X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
+dtrain = xgb.DMatrix(X_train, y_train)
+dtest = xgb.DMatrix(X_test, y_test)
+
+param = {'objective': 'binary:logistic',
+         'tree_method': 'exact',
+         'updater': 'grow_gpu_hist',
+         'max_depth': 8,
+         'silent': 1,
+         'eval_metric': 'auc'}
+res = {}
+tmp = time.time()
+xgb.train(param, dtrain, num_rounds, [(dtrain, 'train'), (dtest, 'test')],
+          evals_result=res)
+print ("GPU: %s seconds" % (str(time.time() - tmp)))
+
+tmp = time.time()
+param['updater'] = 'grow_fast_histmaker'
+xgb.train(param, dtrain, num_rounds, [(dtrain, 'train'), (dtest, 'test')], evals_result=res)
+print ("CPU: %s seconds" % (str(time.time() - tmp)))
+