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.

tests/cpp/data/test_metainfo.cu

@@ -0,0 +1,57 @@
+/*! Copyright 2019 by Contributors */
+
+#include <gtest/gtest.h>
+#include <xgboost/data.h>
+#include <xgboost/json.h>
+#include <thrust/device_vector.h>
+#include "../../../src/common/device_helpers.cuh"
+
+namespace xgboost {
+TEST(MetaInfo, FromInterface) {
+  cudaSetDevice(0);
+  constexpr size_t kRows = 16;
+
+  thrust::device_vector<float> d_data(kRows);
+  for (size_t i = 0; i < d_data.size(); ++i) {
+    d_data[i] = i * 2.0;
+  }
+
+  Json column { Object() };
+
+  std::vector<Json> j_shape {Json(Integer(static_cast<Integer::Int>(kRows)))};
+  column["shape"] = Array(j_shape);
+  column["strides"] = Array(std::vector<Json>{Json(Integer(static_cast<Integer::Int>(4)))});
+  column["version"] = Integer(static_cast<Integer::Int>(1));
+  column["typestr"] = String("<f4");
+
+  auto p_d_data = dh::Raw(d_data);
+  std::vector<Json> j_data {
+        Json(Integer(reinterpret_cast<Integer::Int>(p_d_data))),
+        Json(Boolean(false))};
+  column["data"] = j_data;
+
+  std::stringstream ss;
+  Json::Dump(column, &ss);
+  std::string str = ss.str();
+
+  MetaInfo info;
+  info.SetInfo("label", str.c_str());
+
+  auto const& h_label = info.labels_.HostVector();
+  for (size_t i = 0; i < d_data.size(); ++i) {
+    ASSERT_EQ(h_label[i], d_data[i]);
+  }
+
+  info.SetInfo("weight", str.c_str());
+  auto const& h_weight = info.weights_.HostVector();
+  for (size_t i = 0; i < d_data.size(); ++i) {
+    ASSERT_EQ(h_weight[i], d_data[i]);
+  }
+
+  info.SetInfo("base_margin", str.c_str());
+  auto const& h_base_margin = info.base_margin_.HostVector();
+  for (size_t i = 0; i < d_data.size(); ++i) {
+    ASSERT_EQ(h_base_margin[i], d_data[i]);
+  }
+}
+}  // namespace xgboost