De-duplicate GPU parameters. (#4454)

* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.

src/gbm/gblinear.cc

@@ -62,7 +62,7 @@ class GBLinear : public GradientBooster {
       model_.param.InitAllowUnknown(cfg);
     }
     param_.InitAllowUnknown(cfg);
-    updater_.reset(LinearUpdater::Create(param_.updater));
+    updater_.reset(LinearUpdater::Create(param_.updater, learner_param_));
     updater_->Init(cfg);
     monitor_.Init("GBLinear");
   }

src/gbm/gblinear_model.h

@@ -4,6 +4,7 @@
 #pragma once
 #include <dmlc/io.h>
 #include <dmlc/parameter.h>
+#include <xgboost/base.h>
 #include <xgboost/feature_map.h>
 #include <vector>
 #include <string>

src/gbm/gbm.cc

@@ -13,13 +13,16 @@ DMLC_REGISTRY_ENABLE(::xgboost::GradientBoosterReg);
 namespace xgboost {
 GradientBooster* GradientBooster::Create(
     const std::string& name,
+    LearnerTrainParam const* learner_param,
     const std::vector<std::shared_ptr<DMatrix> >& cache_mats,
     bst_float base_margin) {
   auto *e = ::dmlc::Registry< ::xgboost::GradientBoosterReg>::Get()->Find(name);
   if (e == nullptr) {
     LOG(FATAL) << "Unknown gbm type " << name;
   }
-  return (e->body)(cache_mats, base_margin);
+  auto p_bst =  (e->body)(cache_mats, base_margin);
+  p_bst->learner_param_ = learner_param;
+  return p_bst;
 }
 
 }  // namespace xgboost

src/gbm/gbtree.cc

@@ -147,7 +147,7 @@ class GBTree : public GradientBooster {
     }
 
     // configure predictor
-    predictor_ = std::unique_ptr<Predictor>(Predictor::Create(tparam_.predictor));
+    predictor_ = std::unique_ptr<Predictor>(Predictor::Create(tparam_.predictor, learner_param_));
     predictor_->Init(cfg, cache_);
     monitor_.Init("GBTree");
   }
@@ -252,7 +252,7 @@ class GBTree : public GradientBooster {
     std::string tval = tparam_.updater_seq;
     std::vector<std::string> ups = common::Split(tval, ',');
     for (const std::string& pstr : ups) {
-      std::unique_ptr<TreeUpdater> up(TreeUpdater::Create(pstr.c_str()));
+      std::unique_ptr<TreeUpdater> up(TreeUpdater::Create(pstr.c_str(), learner_param_));
       up->Init(this->cfg_);
       updaters_.push_back(std::move(up));
     }