Support unity build. (#6295)

* Support unity build.

* Setup on Windows Jenkins.

* Revert "Setup on Windows Jenkins."

This reverts commit 8345cb8d2b009eec8ae9fa6f16412a7c9b6ec12c.

src/predictor/predictor.cc

@@ -11,8 +11,8 @@
 namespace dmlc {
 DMLC_REGISTRY_ENABLE(::xgboost::PredictorReg);
 }  // namespace dmlc
-namespace xgboost {
 
+namespace xgboost {
 void PredictionContainer::ClearExpiredEntries() {
   std::vector<DMatrix*> expired;
   for (auto& kv : container_) {