Add Model and Configurable interface. (#4945)

* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.

src/learner.cc

@@ -9,6 +9,7 @@
 #include <dmlc/any.h>
 #include <xgboost/feature_map.h>
 #include <xgboost/learner.h>
+#include <xgboost/base.h>
 #include <xgboost/logging.h>
 #include <xgboost/generic_parameters.h>
 #include <algorithm>
@@ -196,6 +197,16 @@ class LearnerImpl : public Learner {
     }
   }
 
+  void LoadModel(dmlc::Stream* fi) override {
+    // They are the same right now until we can split up the saved parameter from model.
+    this->Load(fi);
+  }
+
+  void SaveModel(dmlc::Stream* fo) const override {
+    // They are the same right now until we can split up the saved parameter from model.
+    this->Save(fo);
+  }
+
   void Load(dmlc::Stream* fi) override {
     generic_param_.InitAllowUnknown(Args{});
     tparam_.Init(std::vector<std::pair<std::string, std::string>>{});