Common interface for collective communication (#8057)

* implement broadcast for federated communicator

* implement allreduce

* add communicator factory

* add device adapter

* add device communicator to factory

* add rabit communicator

* add rabit communicator to the factory

* add nccl device communicator

* add synchronize to device communicator

* add back print and getprocessorname

* add python wrapper and c api

* clean up types

* fix non-gpu build

* try to fix ci

* fix std::size_t

* portable string compare ignore case

* c style size_t

* fix lint errors

* cross platform setenv

* fix memory leak

* fix lint errors

* address review feedback

* add python test for rabit communicator

* fix failing gtest

* use json to configure communicators

* fix lint error

* get rid of factories

* fix cpu build

* fix include

* fix python import

* don't export collective.py yet

* skip collective communicator pytest on windows

* add review feedback

* update documentation

* remove mpi communicator type

* fix tests

* shutdown the communicator separately

Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>

src/collective/communicator.cu

@@ -0,0 +1,41 @@
+/*!
+ * Copyright 2022 XGBoost contributors
+ */
+#include "communicator.h"
+#include "device_communicator.cuh"
+#include "device_communicator_adapter.cuh"
+#ifdef XGBOOST_USE_NCCL
+#include "nccl_device_communicator.cuh"
+#endif
+
+namespace xgboost {
+namespace collective {
+
+thread_local int Communicator::device_ordinal_{-1};
+thread_local std::unique_ptr<DeviceCommunicator> Communicator::device_communicator_{};
+
+void Communicator::Finalize() {
+  communicator_->Shutdown();
+  communicator_.reset(nullptr);
+  device_ordinal_ = -1;
+  device_communicator_.reset(nullptr);
+}
+
+DeviceCommunicator* Communicator::GetDevice(int device_ordinal) {
+  if (!device_communicator_ || device_ordinal_ != device_ordinal) {
+    device_ordinal_ = device_ordinal;
+#ifdef XGBOOST_USE_NCCL
+    if (type_ != CommunicatorType::kFederated) {
+      device_communicator_.reset(new NcclDeviceCommunicator(device_ordinal, Get()));
+    } else {
+      device_communicator_.reset(new DeviceCommunicatorAdapter(device_ordinal, Get()));
+    }
+#else
+    device_communicator_.reset(new DeviceCommunicatorAdapter(device_ordinal, Get()));
+#endif
+  }
+  return device_communicator_.get();
+}
+
+}  // namespace collective
+}  // namespace xgboost