Remove plugin, cuda related code in automake & autoconf files (#4789)

* Build plugin example with CMake.

* Remove plugin, cuda related code in automake & autoconf files.

* Fix typo in GPU doc.

plugin/CMakeLists.txt

@@ -0,0 +1,9 @@
+if (PLUGIN_LZ4)
+  set(PLUGIN_SOURCES ${PLUGIN_SOURCES}
+    ${xgboost_SOURCE_DIR}/plugin/lz4/sparse_page_lz4_format.cc PARENT_SCOPE)
+endif (PLUGIN_LZ4)
+
+if (PLUGIN_DENSE_PARSER)
+  set(PLUGINS_SOURCES ${PLUGINS_SOURCES}
+    ${xgboost_SOURCE_DIR}/plugin/dense_parser/dense_libsvm.cc PARENT_SCOPE)
+endif (PLUGIN_DENSE_PARSER)

plugin/README.md

@@ -1,30 +1,19 @@
 XGBoost Plugins Modules
 =======================
-This folder contains plugin modules to xgboost that can be optionally installed.
-The plugin system helps us to extend xgboost with additional features,
-and add experimental features that may not yet be ready to be included in the
-main project.
 
-To include a certain plugin, say ```plugin_a```, you only need to add the following line to the config.mk.
+This folder contains plugin modules to xgboost that can be optionally installed.  The
+plugin system helps us to extend xgboost with additional features, and add experimental
+features that may not yet be ready to be included in the main project.
 
-```makefile
-# Add plugin by including the plugin in config.mk
-XGB_PLUGINS += plugin/plugin_a/plugin.mk
+To include a certain plugin, say ```plugin_a```, you only need to add the following line
+to `xgboost/plugin/CMakeLists.txt`
+``` cmake
+set(PLUGIN_SOURCES ${PLUGIN_SOURCES}
+    ${xgboost_SOURCE_DIR}/plugin/plugin_a.cc PARENT_SCOPE)
 ```
+along with specified source file `plugin_a.cc`.
 
-Then rebuild libxgboost by typing ```make```, you can get a new library with the plugin enabled.
-
-Link Static XGBoost Library with Plugins
-----------------------------------------
-This problem only happens when you link ```libxgboost.a```.
-If you only use ```libxgboost.so```(this include python and other bindings),
-you can ignore this section.
-
-When you want to link ```libxgboost.a``` with additional plugins included,
-you will need to enabled whole archive via The following option.
-```bash
---whole-archive libxgboost.a --no-whole-archive
-```
+Then rebuild XGBoost with CMake.
 
 Write Your Own Plugin
 ---------------------

plugin/dense_parser/plugin.mk

@@ -1,2 +0,0 @@
-PLUGIN_OBJS += build_plugin/dense_parser/dense_libsvm.o
-PLUGIN_LDFLAGS +=

plugin/example/README.md

@@ -1,21 +1,19 @@
 XGBoost Plugin Example
 ======================
-This folder provides an example of xgboost plugin.
+This folder provides an example of implementing xgboost plugin.
 
 There are three steps you need to do to add a plugin to xgboost
 - Create your source .cc file, implement a new extension
   - In this example [custom_obj.cc](custom_obj.cc)
 - Register this extension to xgboost via a registration macro
-  - In this example ```XGBOOST_REGISTER_OBJECTIVE``` in [this line](custom_obj.cc#L75)
-- Create a [plugin.mk](plugin.mk) on this folder
-
-To add this plugin, add the following line to ```config.mk```(template in make/config.mk).
-```makefile
-# Add plugin by include the plugin in config
-XGB_PLUGINS += plugin/plugin_a/plugin.mk
+  - In this example ```XGBOOST_REGISTER_OBJECTIVE``` in [this line](custom_obj.cc#L78)
+- Add a line to `xgboost/plugin/CMakeLists.txt`:
+```
+set(PLUGINS_SOURCES ${PLUGINS_SOURCES}
+    ${xgboost_SOURCE_DIR}/plugin/example/custom_obj.cc PARENT_SCOPE)
 ```
 
 Then you can test this plugin by using ```objective=mylogistic``` parameter.
 
-
-
+<!--  LocalWords:  XGBoost
+ -->

plugin/example/plugin.mk

@@ -1,4 +0,0 @@
-# Add the object files you like to include in this plugin.
-PLUGIN_OBJS += build_plugin/example/custom_obj.o
-# Add additional dependent libraries this plugin might have
-PLUGIN_LDFLAGS +=

plugin/lz4/plugin.mk

@@ -1,2 +0,0 @@
-PLUGIN_OBJS += build_plugin/lz4/sparse_page_lz4_format.o
-PLUGIN_LDFLAGS += -llz4

plugin/updater_gpu/README.md

@@ -1,3 +0,0 @@
-# CUDA Accelerated Tree Construction Algorithms
-
-[The XGBoost GPU documentation has moved here.](https://xgboost.readthedocs.io/en/latest/gpu/index.html)