Use `UpdateAllowUnknown' for non-model related parameter. (#4961)

* Use `UpdateAllowUnknown' for non-model related parameter.

Model parameter can not pack an additional boolean value due to binary IO
format.  This commit deals only with non-model related parameter configuration.

* Add tidy command line arg for use-dmlc-gtest.

src/linear/coordinate_common.h

@@ -10,6 +10,7 @@
 #include <limits>
 
 #include "xgboost/data.h"
+#include "xgboost/parameter.h"
 #include "./param.h"
 #include "../gbm/gblinear_model.h"
 #include "../common/random.h"
@@ -17,7 +18,7 @@
 namespace xgboost {
 namespace linear {
 
-struct CoordinateParam : public dmlc::Parameter<CoordinateParam> {
+struct CoordinateParam : public XGBoostParameter<CoordinateParam> {
   int top_k;
   DMLC_DECLARE_PARAMETER(CoordinateParam) {
     DMLC_DECLARE_FIELD(top_k)

src/linear/param.h

@@ -5,7 +5,7 @@
  */
 #ifndef XGBOOST_LINEAR_PARAM_H_
 #define XGBOOST_LINEAR_PARAM_H_
-#include <dmlc/parameter.h>
+#include "xgboost/parameter.h"
 
 namespace xgboost {
 namespace linear {
@@ -20,7 +20,7 @@ enum FeatureSelectorEnum {
   kRandom
 };
 
-struct LinearTrainParam : public dmlc::Parameter<LinearTrainParam> {
+struct LinearTrainParam : public XGBoostParameter<LinearTrainParam> {
   /*! \brief learning_rate */
   float learning_rate;
   /*! \brief regularization weight for L2 norm */

src/linear/updater_coordinate.cc

@@ -26,9 +26,9 @@ class CoordinateUpdater : public LinearUpdater {
   // set training parameter
   void Configure(Args const& args) override {
     const std::vector<std::pair<std::string, std::string> > rest {
-      tparam_.InitAllowUnknown(args)
+      tparam_.UpdateAllowUnknown(args)
     };
-    cparam_.InitAllowUnknown(rest);
+    cparam_.UpdateAllowUnknown(rest);
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("CoordinateUpdater");
   }

src/linear/updater_gpu_coordinate.cu

@@ -1,5 +1,5 @@
 /*!
- * Copyright 2018 by Contributors
+ * Copyright 2018-2019 by Contributors
  * \author Rory Mitchell
  */
 
@@ -36,7 +36,7 @@ class GPUCoordinateUpdater : public LinearUpdater {  // NOLINT
 
   // set training parameter
   void Configure(Args const& args) override {
-    tparam_.InitAllowUnknown(args);
+    tparam_.UpdateAllowUnknown(args);
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("GPUCoordinateUpdater");
   }

src/linear/updater_shotgun.cc

@@ -15,7 +15,7 @@ class ShotgunUpdater : public LinearUpdater {
  public:
   // set training parameter
   void Configure(Args const& args) override {
-    param_.InitAllowUnknown(args);
+    param_.UpdateAllowUnknown(args);
     if (param_.feature_selector != kCyclic &&
         param_.feature_selector != kShuffle) {
       LOG(FATAL) << "Unsupported feature selector for shotgun updater.\n"