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/regression_loss.h

@@ -34,6 +34,8 @@ struct LinearSquareLoss {
   static bst_float ProbToMargin(bst_float base_score) { return base_score; }
   static const char* LabelErrorMsg() { return ""; }
   static const char* DefaultEvalMetric() { return "rmse"; }
+
+  static const char* Name() { return "reg:squarederror"; }
 };
 
 struct SquaredLogError {
@@ -57,6 +59,8 @@ struct SquaredLogError {
     return "label must be greater than -1 for rmsle so that log(label + 1) can be valid.";
   }
   static const char* DefaultEvalMetric() { return "rmsle"; }
+
+  static const char* Name() { return "reg:squaredlogerror"; }
 };
 
 // logistic loss for probability regression task
@@ -83,18 +87,21 @@ struct LogisticRegression {
   }
   static bst_float ProbToMargin(bst_float base_score) {
     CHECK(base_score > 0.0f && base_score < 1.0f)
-      << "base_score must be in (0,1) for logistic loss";
+        << "base_score must be in (0,1) for logistic loss, got: " << base_score;
     return -logf(1.0f / base_score - 1.0f);
   }
   static const char* LabelErrorMsg() {
     return "label must be in [0,1] for logistic regression";
   }
   static const char* DefaultEvalMetric() { return "rmse"; }
+
+  static const char* Name() { return "reg:logistic"; }
 };
 
 // logistic loss for binary classification task
 struct LogisticClassification : public LogisticRegression {
   static const char* DefaultEvalMetric() { return "error"; }
+  static const char* Name() { return "binary:logistic"; }
 };
 
 // logistic loss, but predict un-transformed margin
@@ -125,6 +132,8 @@ struct LogisticRaw : public LogisticRegression {
     return std::max(predt * (T(1.0f) - predt), eps);
   }
   static const char* DefaultEvalMetric() { return "auc"; }
+
+  static const char* Name() { return "binary:logitraw"; }
 };
 
 }  // namespace obj