Unify the hist tree method for different devices. (#9363)

src/common/error_msg.cc

@@ -0,0 +1,36 @@
+/**
+ * Copyright 2023 by XGBoost contributors
+ */
+#include "error_msg.h"
+
+#include "xgboost/logging.h"
+
+namespace xgboost::error {
+void WarnDeprecatedGPUHist() {
+  bool static thread_local logged{false};
+  if (logged) {
+    return;
+  }
+  auto msg =
+      "The tree method `gpu_hist` is deprecated since 2.0.0. To use GPU training, set the `device` "
+      R"(parameter to CUDA instead.
+
+    E.g. tree_method = "hist", device = "CUDA"
+
+)";
+  LOG(WARNING) << msg;
+  logged = true;
+}
+
+void WarnManualUpdater() {
+  bool static thread_local logged{false};
+  if (logged) {
+    return;
+  }
+  LOG(WARNING)
+      << "You have manually specified the `updater` parameter. The `tree_method` parameter "
+         "will be ignored. Incorrect sequence of updaters will produce undefined "
+         "behavior. For common uses, we recommend using `tree_method` parameter instead.";
+  logged = true;
+}
+}  // namespace xgboost::error

src/common/error_msg.h

@@ -75,9 +75,12 @@ inline void WarnOldSerialization() {
   if (logged) {
     return;
   }
-
   LOG(WARNING) << OldSerialization();
   logged = true;
 }
+
+void WarnDeprecatedGPUHist();
+
+void WarnManualUpdater();
 }  // namespace xgboost::error
 #endif  // XGBOOST_COMMON_ERROR_MSG_H_