Implement GPU accelerated coordinate descent algorithm (#3178)

* Implement GPU accelerated coordinate descent algorithm. 

* Exclude external memory tests for GPU

tests/python-gpu/test_gpu_linear.py

@@ -0,0 +1,14 @@
+import sys
+
+sys.path.append('tests/python/')
+import test_linear
+import testing as tm
+import unittest
+
+
+class TestGPULinear(unittest.TestCase):
+    def test_gpu_coordinate(self):
+        tm._skip_if_no_sklearn()
+        variable_param = {'alpha': [.005, .1], 'lambda': [0.005],
+                          'coordinate_selection': ['cyclic', 'random', 'greedy'], 'n_gpus': [-1, 1]}
+        test_linear.assert_updater_accuracy('gpu_coord_descent', variable_param)