Add GPU accelerated tree construction plugin (#1679)

plugin/updater_gpu/README.md

@@ -0,0 +1,31 @@
+# CUDA Accelerated Tree Construction Algorithm
+
+## Usage
+Specify the updater parameter as 'grow_gpu'. 
+
+Python example:
+```python
+param['updater'] = 'grow_gpu'
+```
+
+## Dependencies
+A CUDA capable GPU with at least compute capability >= 3.5 (the algorithm depends on shuffle and vote instructions introduced in Kepler).
+
+The plugin also depends on CUB 1.5.4 - http://nvlabs.github.io/cub/index.html.
+
+CUB is a header only cuda library which provides sort/reduce/scan primitives.
+
+
+## Build
+The plugin can be built using cmake and specifying the option PLUGIN_UPDATER_GPU=ON.
+
+Specify the location of the CUB library with the cmake variable CUB_DIRECTORY.
+
+It is recommended to build with Cuda Toolkit 7.5 or greater.
+
+## Author
+Rory Mitchell 
+
+Report any bugs to r.a.mitchell.nz at google mail.
+
+