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/tree/updater_gpu_hist.cu

@@ -1053,12 +1053,12 @@ class GPUHistMakerSpecialised {
     common::MemoryBufferStream fs(&s_model);
     int rank = rabit::GetRank();
     if (rank == 0) {
-      local_trees.front().Save(&fs);
+      local_trees.front().SaveModel(&fs);
     }
     fs.Seek(0);
     rabit::Broadcast(&s_model, 0);
     RegTree reference_tree{};
-    reference_tree.Load(&fs);
+    reference_tree.LoadModel(&fs);
     for (const auto& tree : local_trees) {
       CHECK(tree == reference_tree);
     }