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/linear/coordinate_common.h

@@ -9,7 +9,9 @@
 #include <vector>
 #include <limits>
 
+#include "xgboost/data.h"
 #include "./param.h"
+#include "../gbm/gblinear_model.h"
 #include "../common/random.h"
 
 namespace xgboost {

src/linear/linear_updater.cc

@@ -11,12 +11,14 @@ DMLC_REGISTRY_ENABLE(::xgboost::LinearUpdaterReg);
 
 namespace xgboost {
 
-LinearUpdater* LinearUpdater::Create(const std::string& name) {
+LinearUpdater* LinearUpdater::Create(const std::string& name, LearnerTrainParam const* lparam) {
   auto *e = ::dmlc::Registry< ::xgboost::LinearUpdaterReg>::Get()->Find(name);
   if (e == nullptr) {
     LOG(FATAL) << "Unknown linear updater " << name;
   }
-  return (e->body)();
+  auto p_linear = (e->body)();
+  p_linear->learner_param_ = lparam;
+  return p_linear;
 }
 
 }  // namespace xgboost

src/linear/param.h

@@ -28,8 +28,6 @@ struct LinearTrainParam : public dmlc::Parameter<LinearTrainParam> {
   /*! \brief regularization weight for L1 norm */
   float reg_alpha;
   int feature_selector;
-  int n_gpus;
-  int gpu_id;
   // declare parameters
   DMLC_DECLARE_PARAMETER(LinearTrainParam) {
     DMLC_DECLARE_FIELD(learning_rate)
@@ -52,10 +50,6 @@ struct LinearTrainParam : public dmlc::Parameter<LinearTrainParam> {
         .add_enum("greedy", kGreedy)
         .add_enum("random", kRandom)
         .describe("Feature selection or ordering method.");
-    DMLC_DECLARE_FIELD(n_gpus).set_default(1).describe(
-        "Number of devices to use.");
-    DMLC_DECLARE_FIELD(gpu_id).set_default(0).describe(
-        "Primary device ordinal.");
     // alias of parameters
     DMLC_DECLARE_ALIAS(learning_rate, eta);
     DMLC_DECLARE_ALIAS(reg_lambda, lambda);

src/linear/updater_gpu_coordinate.cu

@@ -164,7 +164,7 @@ class GPUCoordinateUpdater : public LinearUpdater {
                       const gbm::GBLinearModelParam &model_param) {
     if (!shards_.empty()) return;
 
-    dist_ = GPUDistribution::Block(GPUSet::All(tparam_.gpu_id, tparam_.n_gpus,
+    dist_ = GPUDistribution::Block(GPUSet::All(learner_param_->gpu_id, learner_param_->n_gpus,
                                                p_fmat->Info().num_row_));
     auto devices = dist_.Devices();