Fix #3523: Fix CustomGlobalRandomEngine for R (#3781)

**Symptom** Apple Clang's implementation of `std::shuffle` expects doesn't work
correctly when it is run with the random bit generator for R package:
```cpp
CustomGlobalRandomEngine::result_type
CustomGlobalRandomEngine::operator()() {
  return static_cast<result_type>(
      std::floor(unif_rand() * CustomGlobalRandomEngine::max()));
}
```

Minimial reproduction of failure (compile using Apple Clang 10.0):
```cpp
std::vector<int> feature_set(100);
std::iota(feature_set.begin(), feature_set.end(), 0);
    // initialize with 0, 1, 2, 3, ..., 99
std::shuffle(feature_set.begin(), feature_set.end(), common::GlobalRandom());
    // This returns 0, 1, 2, ..., 99, so content didn't get shuffled at all!!!
```

Note that this bug is platform-dependent; it does not appear when GCC or
upstream LLVM Clang is used.

**Diagnosis** Apple Clang's `std::shuffle` expects 32-bit integer
inputs, whereas `CustomGlobalRandomEngine::operator()` produces 64-bit
integers.

**Fix** Have `CustomGlobalRandomEngine::operator()` produce 32-bit integers.

Closes #3523.

R-package/tests/testthat/test_basic.R

@@ -237,3 +237,28 @@ test_that("max_delta_step works", {
   expect_true(all(bst1$evaluation_log$train_logloss < bst2$evaluation_log$train_logloss))
   expect_lt(mean(bst1$evaluation_log$train_logloss)/mean(bst2$evaluation_log$train_logloss), 0.8)
 })
+
+test_that("colsample_bytree works", {
+  # Randomly generate data matrix by sampling from uniform distribution [-1, 1]
+  set.seed(1)
+  train_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100)
+  train_y <- as.numeric(rowSums(train_x) > 0)
+  test_x <- matrix(runif(1000, min = -1, max = 1), ncol = 100)
+  test_y <- as.numeric(rowSums(test_x) > 0)
+  colnames(train_x) <- paste0("Feature_", sprintf("%03d", 1:100))
+  colnames(test_x) <- paste0("Feature_", sprintf("%03d", 1:100))
+   dtrain <- xgb.DMatrix(train_x, label = train_y)
+  dtest <- xgb.DMatrix(test_x, label = test_y)
+  watchlist <- list(train = dtrain, eval = dtest)
+   # Use colsample_bytree = 0.01, so that roughly one out of 100 features is
+  # chosen for each tree
+  param <- list(max_depth = 2, eta = 0, silent = 1, nthread = 2,
+                colsample_bytree = 0.01, objective = "binary:logistic",
+                eval_metric = "auc")
+   set.seed(2)
+  bst <- xgb.train(param, dtrain, nrounds = 100, watchlist, verbose = 0)
+  xgb.importance(model = bst)
+  # If colsample_bytree works properly, a variety of features should be used
+  # in the 100 trees
+  expect_gte(nrow(xgb.importance(model = bst)), 30)
+})

src/common/random.h

@@ -33,14 +33,14 @@ using RandomEngine = std::mt19937;
 class CustomGlobalRandomEngine {
  public:
   /*! \brief The result type */
-  typedef size_t result_type;
+  using result_type = uint32_t;
   /*! \brief The minimum of random numbers generated */
   inline static constexpr result_type min() {
     return 0;
   }
   /*! \brief The maximum random numbers generated */
   inline static constexpr result_type max() {
-    return std::numeric_limits<size_t>::max();
+    return std::numeric_limits<result_type>::max();
   }
   /*!
    * \brief seed function, to be implemented