Support column split in gpu hist updater (#9384)

src/collective/aggregator.cuh

@@ -0,0 +1,40 @@
+/**
+ * Copyright 2023 by XGBoost contributors
+ *
+ * Higher level functions built on top the Communicator API, taking care of behavioral differences
+ * between row-split vs column-split distributed training, and horizontal vs vertical federated
+ * learning.
+ */
+#pragma once
+#include <xgboost/data.h>
+
+#include <limits>
+#include <string>
+#include <utility>
+#include <vector>
+
+#include "communicator-inl.cuh"
+
+namespace xgboost {
+namespace collective {
+
+/**
+ * @brief Find the global sum of the given values across all workers.
+ *
+ * This only applies when the data is split row-wise (horizontally). When data is split
+ * column-wise (vertically), the original values are returned.
+ *
+ * @tparam T The type of the values.
+ * @param info MetaInfo about the DMatrix.
+ * @param device The device id.
+ * @param values Pointer to the inputs to sum.
+ * @param size Number of values to sum.
+ */
+template <typename T>
+void GlobalSum(MetaInfo const& info, int device, T* values, size_t size) {
+  if (info.IsRowSplit()) {
+    collective::AllReduce<collective::Operation::kSum>(device, values, size);
+  }
+}
+}  // namespace collective
+}  // namespace xgboost