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.

tests/cpp/common/test_common.cu

@@ -1,5 +1,9 @@
-#include "../../../src/common/common.h"
 #include <gtest/gtest.h>
+#include <xgboost/logging.h>
+#include "../../../src/common/common.h"
+#include "../helpers.h"
+
+#include <string>
 
 namespace xgboost {
 
@@ -36,6 +40,23 @@ TEST(GPUSet, GPUBasic) {
   }
 }
 
+TEST(GPUSet, Verbose) {
+  {
+    std::map<std::string, std::string> args {};
+    args["verbosity"] = "3";  // LOG INFO
+
+    testing::internal::CaptureStderr();
+    ConsoleLogger::Configure(args.cbegin(), args.cend());
+    GPUSet::All(0, 1);
+    std::string output = testing::internal::GetCapturedStderr();
+    ASSERT_NE(output.find("GPU ID: 0"), std::string::npos);
+    ASSERT_NE(output.find("GPUs: 1"), std::string::npos);
+
+    args["verbosity"] = "1";  // restore
+    ConsoleLogger::Configure(args.cbegin(), args.cend());
+  }
+}
+
 #if defined(XGBOOST_USE_NCCL)
 TEST(GPUSet, MGPU_GPUBasic) {
   {

tests/cpp/common/test_device_helpers.cu

@@ -5,6 +5,7 @@
 #include <thrust/device_vector.h>
 #include <xgboost/base.h>
 #include "../../../src/common/device_helpers.cuh"
+#include "../helpers.h"
 #include "gtest/gtest.h"
 
 using xgboost::common::Span;
@@ -65,7 +66,9 @@ void TestLbs() {
   }
 }
 
-TEST(cub_lbs, Test) { TestLbs(); }
+TEST(cub_lbs, Test) {
+  TestLbs();
+}
 
 TEST(sumReduce, Test) {
   thrust::device_vector<float> data(100, 1.0f);
@@ -89,4 +92,6 @@ void TestAllocator() {
 }
 
 // Define the test in a function so we can use device lambda
-TEST(bulkAllocator, Test) { TestAllocator(); }
+TEST(bulkAllocator, Test) {
+  TestAllocator();
+}

tests/cpp/common/test_enum_class_param.cc

@@ -1,6 +1,6 @@
-#include "../../../src/common/enum_class_param.h"
 #include <dmlc/parameter.h>
 #include <gtest/gtest.h>
+#include <xgboost/enum_class_param.h>
 
 enum class Foo : int {
   kBar = 0, kFrog = 1, kCat = 2, kDog = 3

tests/cpp/common/test_gpu_hist_util.cu

@@ -1,5 +1,3 @@
-#include "../../../src/common/device_helpers.cuh"
-#include "../../../src/common/hist_util.h"
 #include "gtest/gtest.h"
 #include "xgboost/c_api.h"
 #include <algorithm>
@@ -7,6 +5,10 @@
 #include <thrust/device_vector.h>
 #include <thrust/iterator/counting_iterator.h>
 
+#include "../helpers.h"
+#include "../../../src/common/device_helpers.cuh"
+#include "../../../src/common/hist_util.h"
+
 namespace xgboost {
 namespace common {
 
@@ -27,8 +29,6 @@ void TestDeviceSketch(const GPUSet& devices) {
   // parameters for finding quantiles
   tree::TrainParam p;
   p.max_bin = 20;
-  p.gpu_id = 0;
-  p.n_gpus = devices.Size();
   // ensure that the exact quantiles are found
   int gpu_batch_nrows = nrows * 10;
 
@@ -39,7 +39,7 @@ void TestDeviceSketch(const GPUSet& devices) {
   // find the cuts on the GPU
   const SparsePage& batch = *(*dmat)->GetRowBatches().begin();
   HistCutMatrix hmat_gpu;
-  DeviceSketch(batch, (*dmat)->Info(), p, &hmat_gpu, gpu_batch_nrows);
+  DeviceSketch(batch, (*dmat)->Info(), p, &hmat_gpu, gpu_batch_nrows, devices);
 
   // compare the cuts
   double eps = 1e-2;