Feature interaction for GPU Hist. (#4534)

* GPU hist Interaction Constraints.
* Duplicate related parameters.
* Add tests for CPU interaction constraint.
* Add better error reporting.
* Thorough tests.

tests/python-gpu/test_gpu_interaction_constraints.py

@@ -0,0 +1,17 @@
+import numpy as np
+import unittest
+import sys
+sys.path.append("tests/python")
+# Don't import the test class, otherwise they will run twice.
+import test_interaction_constraints as test_ic
+rng = np.random.RandomState(1994)
+
+
+class TestGPUInteractionConstraints(unittest.TestCase):
+    cputest = test_ic.TestInteractionConstraints()
+
+    def test_interaction_constraints(self):
+        self.cputest.test_interaction_constraints(tree_method='gpu_hist')
+
+    def test_training_accuracy(self):
+        self.cputest.test_training_accuracy(tree_method='gpu_hist')