Refactor python tests (#3410)

* Add unit test utility

* Refactor updater tests. Add coverage for histmaker.

tests/python/test_updaters.py

@@ -0,0 +1,55 @@
+import testing as tm
+import unittest
+import xgboost as xgb
+
+try:
+    from regression_test_utilities import run_suite, parameter_combinations, \
+        assert_results_non_increasing
+except ImportError:
+    None
+
+
+class TestUpdaters(unittest.TestCase):
+    def test_histmaker(self):
+        tm._skip_if_no_sklearn()
+        variable_param = {'updater': ['grow_histmaker'], 'max_depth': [2, 8]}
+        for param in parameter_combinations(variable_param):
+            result = run_suite(param)
+            assert_results_non_increasing(result, 1e-2)
+
+    def test_colmaker(self):
+        tm._skip_if_no_sklearn()
+        variable_param = {'updater': ['grow_colmaker'], 'max_depth': [2, 8]}
+        for param in parameter_combinations(variable_param):
+            result = run_suite(param)
+            assert_results_non_increasing(result, 1e-2)
+
+    def test_fast_histmaker(self):
+        tm._skip_if_no_sklearn()
+        variable_param = {'tree_method': ['hist'], 'max_depth': [2, 8], 'max_bin': [2, 256],
+                          'grow_policy': ['depthwise', 'lossguide'], 'max_leaves': [64, 0],
+                          'silent': [1]}
+        for param in parameter_combinations(variable_param):
+            result = run_suite(param)
+            assert_results_non_increasing(result, 1e-2)
+
+        # hist must be same as exact on all-categorial data
+        dpath = 'demo/data/'
+        ag_dtrain = xgb.DMatrix(dpath + 'agaricus.txt.train')
+        ag_dtest = xgb.DMatrix(dpath + 'agaricus.txt.test')
+        ag_param = {'max_depth': 2,
+                    'tree_method': 'hist',
+                    'eta': 1,
+                    'silent': 1,
+                    'objective': 'binary:logistic',
+                    'eval_metric': 'auc'}
+        hist_res = {}
+        exact_res = {}
+
+        xgb.train(ag_param, ag_dtrain, 10, [(ag_dtrain, 'train'), (ag_dtest, 'test')],
+                  evals_result=hist_res)
+        ag_param["tree_method"] = "exact"
+        xgb.train(ag_param, ag_dtrain, 10, [(ag_dtrain, 'train'), (ag_dtest, 'test')],
+                  evals_result=exact_res)
+        assert hist_res['train']['auc'] == exact_res['train']['auc']
+        assert hist_res['test']['auc'] == exact_res['test']['auc']