Distributed Fast Histogram Algorithm (#4011)

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* add back train method but mark as deprecated

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* fix scalastyle error

* init

* allow hist algo

* more changes

* temp

* update

* remove hist sync

* udpate rabit

* change hist size

* change the histogram

* update kfactor

* sync per node stats

* temp

* update

* final

* code clean

* update rabit

* more cleanup

* fix errors

* fix failed tests

* enforce c++11

* fix lint issue

* broadcast subsampled feature correctly

* revert some changes

* fix lint issue

* enable monotone and interaction constraints

* don't specify default for monotone and interactions

* update docs

src/common/hist_util.h

@@ -13,6 +13,7 @@
 #include "row_set.h"
 #include "../tree/param.h"
 #include "./quantile.h"
+#include "../include/rabit/rabit.h"
 
 namespace xgboost {
 
@@ -43,6 +44,10 @@ struct GHistEntry {
     sum_hess += e.sum_hess;
   }
 
+  inline static void Reduce(GHistEntry& a, const GHistEntry& b) { // NOLINT(*)
+    a.Add(b);
+  }
+
   /*! \brief set sum to be difference of two GHistEntry's */
   inline void SetSubtract(const GHistEntry& a, const GHistEntry& b) {
     sum_grad = a.sum_grad - b.sum_grad;
@@ -166,7 +171,7 @@ class GHistIndexBlockMatrix {
 };
 
 /*!
- * \brief histogram of graident statistics for a single node.
+ * \brief histogram of gradient statistics for a single node.
  *  Consists of multiple GHistEntry's, each entry showing total graident statistics
  *     for that particular bin
  *  Uses global bin id so as to represent all features simultaneously
@@ -254,6 +259,10 @@ class GHistBuilder {
   // construct a histogram via subtraction trick
   void SubtractionTrick(GHistRow self, GHistRow sibling, GHistRow parent);
 
+  uint32_t GetNumBins() {
+      return nbins_;
+  }
+
  private:
   /*! \brief number of threads for parallel computation */
   size_t nthread_;