Cudf support. (#4745)

* Initial support for cudf integration.

* Add two C APIs for consuming data and metainfo.

* Add CopyFrom for SimpleCSRSource as a generic function to consume the data.

* Add FromDeviceColumnar for consuming device data.

* Add new MetaInfo::SetInfo for consuming label, weight etc.

include/xgboost/data.h

@@ -10,17 +10,17 @@
 #include <dmlc/base.h>
 #include <dmlc/data.h>
 #include <rabit/rabit.h>
-#include <cstring>
+#include <xgboost/base.h>
+
 #include <memory>
 #include <numeric>
 #include <algorithm>
 #include <string>
 #include <utility>
 #include <vector>
-#include "./base.h"
+
 #include "../../src/common/span.h"
 #include "../../src/common/group_data.h"
-
 #include "../../src/common/host_device_vector.h"
 
 namespace xgboost {
@@ -121,6 +121,12 @@ class MetaInfo {
    * \param num Number of elements in the source array.
    */
   void SetInfo(const char* key, const void* dptr, DataType dtype, size_t num);
+  /*!
+   * \brief Set information in the meta info with array interface.
+   * \param key The key of the information.
+   * \param interface_str String representation of json format array interface.
+   */
+  void SetInfo(const char* key, std::string const& interface_str);
 
  private:
   /*! \brief argsort of labels */

include/xgboost/json.h

@@ -4,8 +4,6 @@
 #ifndef XGBOOST_JSON_H_
 #define XGBOOST_JSON_H_
 
-#include <dmlc/io.h>
-
 #include <xgboost/logging.h>
 #include <string>
 

include/xgboost/logging.h

@@ -1,5 +1,5 @@
 /*!
- * Copyright (c) 2015 by Contributors
+ * Copyright (c) 2015-2019 by Contributors
  * \file logging.h
  * \brief defines console logging options for xgboost.
  *  Use to enforce unified print behavior.
@@ -11,12 +11,13 @@
 #include <dmlc/logging.h>
 #include <dmlc/parameter.h>
 #include <dmlc/thread_local.h>
+#include <xgboost/base.h>
+
 #include <sstream>
 #include <map>
 #include <string>
 #include <utility>
 #include <vector>
-#include "./base.h"
 
 namespace xgboost {
 
@@ -154,5 +155,14 @@ using LogCallbackRegistryStore = dmlc::ThreadLocalStore<LogCallbackRegistry>;
     ::xgboost::ConsoleLogger::LogVerbosity::kIgnore)
 // Enable LOG(TRACKER) for print messages to tracker
 #define LOG_TRACKER ::xgboost::TrackerLogger()
+
+#if defined(CHECK)
+#undef CHECK
+#define CHECK(cond)                                     \
+  if (XGBOOST_EXPECT(!(cond), false))                   \
+    dmlc::LogMessageFatal(__FILE__, __LINE__).stream()  \
+        << "Check failed: " #cond << ": "
+#endif  // defined(CHECK)
+
 }  // namespace xgboost.
 #endif  // XGBOOST_LOGGING_H_