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/objective/hinge.cu

@@ -1,10 +1,11 @@
 /*!
- * Copyright 2018 by Contributors
+ * Copyright 2018-2019 by Contributors
  * \file hinge.cc
  * \brief Provides an implementation of the hinge loss function
  * \author Henry Gouk
  */
 #include "xgboost/objective.h"
+#include "xgboost/json.h"
 #include "xgboost/span.h"
 #include "xgboost/host_device_vector.h"
 
@@ -76,6 +77,12 @@ class HingeObj : public ObjFunction {
   const char* DefaultEvalMetric() const override {
     return "error";
   }
+
+  void SaveConfig(Json* p_out) const override {
+    auto& out = *p_out;
+    out["name"] = String("binary:hinge");
+  }
+  void LoadConfig(Json const& in) override {}
 };
 
 // register the objective functions