Use matrix for gradient. (#9508)

- Use the `linalg::Matrix` for storing gradients.
- New API for the custom objective.
- Custom objective for multi-class/multi-target is now required to return the correct shape.
- Custom objective for Python can accept arrays with any strides. (row-major, column-major)

tests/cpp/objective/test_aft_obj.cc

@@ -1,5 +1,5 @@
-/*!
- * Copyright (c) by Contributors 2020
+/**
+ * Copyright 2020-2023, XGBoost Contributors 
  */
 #include <gtest/gtest.h>
 #include <memory>
@@ -12,9 +12,7 @@
 #include "../helpers.h"
 #include "../../../src/common/survival_util.h"
 
-namespace xgboost {
-namespace common {
-
+namespace xgboost::common {
 TEST(Objective, DeclareUnifiedTest(AFTObjConfiguration)) {
   auto ctx = MakeCUDACtx(GPUIDX);
   std::unique_ptr<ObjFunction> objective(ObjFunction::Create("survival:aft", &ctx));
@@ -65,14 +63,14 @@ static inline void CheckGPairOverGridPoints(
     preds[i] = std::log(std::pow(2.0, i * (log_y_high - log_y_low) / (num_point - 1) + log_y_low));
   }
 
-  HostDeviceVector<GradientPair> out_gpair;
+  linalg::Matrix<GradientPair> out_gpair;
   obj->GetGradient(HostDeviceVector<bst_float>(preds), info, 1, &out_gpair);
-  const auto& gpair = out_gpair.HostVector();
+  const auto gpair = out_gpair.HostView();
   CHECK_EQ(num_point, expected_grad.size());
   CHECK_EQ(num_point, expected_hess.size());
   for (int i = 0; i < num_point; ++i) {
-    EXPECT_NEAR(gpair[i].GetGrad(), expected_grad[i], ftol);
-    EXPECT_NEAR(gpair[i].GetHess(), expected_hess[i], ftol);
+    EXPECT_NEAR(gpair(i).GetGrad(), expected_grad[i], ftol);
+    EXPECT_NEAR(gpair(i).GetHess(), expected_hess[i], ftol);
   }
 }
 
@@ -169,5 +167,4 @@ TEST(Objective, DeclareUnifiedTest(AFTObjGPairIntervalCensoredLabels)) {
       0.2757f, 0.1776f, 0.1110f, 0.0682f, 0.0415f, 0.0251f, 0.0151f, 0.0091f, 0.0055f, 0.0033f });
 }
 
-}  // namespace common
-}  // namespace xgboost
+}  // namespace xgboost::common