Implement GPU accelerated coordinate descent algorithm (#3178)

* Implement GPU accelerated coordinate descent algorithm. 

* Exclude external memory tests for GPU

include/xgboost/linear_updater.h

@@ -11,6 +11,7 @@
 #include <utility>
 #include <vector>
 #include "../../src/gbm/gblinear_model.h"
+#include "../../src/common/host_device_vector.h"
 
 namespace xgboost {
 /*!
@@ -36,7 +37,7 @@ class LinearUpdater {
    * \param sum_instance_weight The sum instance weights, used to normalise l1/l2 penalty.
    */
 
-  virtual void Update(std::vector<GradientPair>* in_gpair, DMatrix* data,
+  virtual void Update(HostDeviceVector<GradientPair>* in_gpair, DMatrix* data,
                       gbm::GBLinearModel* model,
                       double sum_instance_weight) = 0;