Fix #3342 and h2oai/h2o4gpu#625: Save predictor parameters in model file (#3856)

* Fix #3342 and h2oai/h2o4gpu#625: Save predictor parameters in model file

This allows pickled models to retain predictor attributes, such as
'predictor' (whether to use CPU or GPU) and 'n_gpu' (number of GPUs
to use). Related: h2oai/h2o4gpu#625

Closes #3342.

TODO. Write a test.

* Fix lint

* Do not load GPU predictor into CPU-only XGBoost

* Add a test for pickling GPU predictors

* Make sample data big enough to pass multi GPU test

* Update test_gpu_predictor.cu

Makefile

@@ -250,8 +250,6 @@ Rpack: clean_all
 	cp -r src xgboost/src/src
 	cp -r include xgboost/src/include
 	cp -r amalgamation xgboost/src/amalgamation
-	mkdir -p xgboost/src/tests/cpp
-	cp tests/cpp/test_learner.h xgboost/src/tests/cpp
 	mkdir -p xgboost/src/rabit
 	cp -r rabit/include xgboost/src/rabit/include
 	cp -r rabit/src xgboost/src/rabit/src