[backport] Fix device dispatch for linear updater. (#9507) (#9532)

src/gbm/gblinear.cc

@@ -1,5 +1,5 @@
-/*!
- * Copyright 2014-2022 by XGBoost Contributors
+/**
+ * Copyright 2014-2023, XGBoost Contributors
  * \file gblinear.cc
  * \brief Implementation of Linear booster, with L1/L2 regularization: Elastic Net
  *        the update rule is parallel coordinate descent (shotgun)
@@ -26,9 +26,9 @@
 #include "../common/timer.h"
 #include "../common/common.h"
 #include "../common/threading_utils.h"
+#include "../common/error_msg.h"
 
-namespace xgboost {
-namespace gbm {
+namespace xgboost::gbm {
 
 DMLC_REGISTRY_FILE_TAG(gblinear);
 
@@ -83,7 +83,16 @@ class GBLinear : public GradientBooster {
     }
     param_.UpdateAllowUnknown(cfg);
     param_.CheckGPUSupport();
-    updater_.reset(LinearUpdater::Create(param_.updater, ctx_));
+    if (param_.updater == "gpu_coord_descent") {
+      LOG(WARNING) << error::DeprecatedFunc("gpu_coord_descent", "2.0.0",
+                                            R"(device="cuda", updater="coord_descent")");
+    }
+
+    if (param_.updater == "coord_descent" && ctx_->IsCUDA()) {
+      updater_.reset(LinearUpdater::Create("gpu_coord_descent", ctx_));
+    } else {
+      updater_.reset(LinearUpdater::Create(param_.updater, ctx_));
+    }
     updater_->Configure(cfg);
     monitor_.Init("GBLinear");
   }
@@ -354,5 +363,4 @@ XGBOOST_REGISTER_GBM(GBLinear, "gblinear")
     .set_body([](LearnerModelParam const* booster_config, Context const* ctx) {
       return new GBLinear(booster_config, ctx);
     });
-}  // namespace gbm
-}  // namespace xgboost
+}  // namespace xgboost::gbm