Offload some configurations into GBM. (#4553)

This is part 1 of refactoring configuration.

* Move tree heuristic configurations.
* Split up declarations and definitions for GBTree.
* Implement UseGPU in gbm.

src/common/common.cc

@@ -37,6 +37,7 @@ GPUSet GPUSet::All(GpuIdType gpu_id, GpuIdType n_gpus, int32_t n_rows) {
   CHECK_GE(n_gpus, -1) << "n_gpus must be >= -1.";
 
   GpuIdType const n_devices_visible = AllVisible().Size();
+  CHECK_LE(n_gpus, n_devices_visible);
   if (n_devices_visible == 0 || n_gpus == 0 || n_rows == 0) {
     LOG(DEBUG) << "Runing on CPU.";
     return Empty();

src/common/host_device_vector.cu

@@ -360,7 +360,9 @@ struct HostDeviceVectorImpl {
 
   void Shard(const GPUDistribution& distribution) {
     if (distribution_ == distribution) { return; }
-    CHECK(distribution_.IsEmpty());
+    CHECK(distribution_.IsEmpty())
+        << "This: " << distribution_.Devices().Size() << ", "
+        << "Others: " << distribution.Devices().Size();
     distribution_ = distribution;
     InitShards();
   }