Define CUDA Context. (#8604)

We will transition to non-default and non-blocking CUDA stream.

src/common/cuda_context.cuh

@@ -0,0 +1,28 @@
+/**
+ * Copyright 2022 by XGBoost Contributors
+ */
+#ifndef XGBOOST_COMMON_CUDA_CONTEXT_CUH_
+#define XGBOOST_COMMON_CUDA_CONTEXT_CUH_
+#include <thrust/execution_policy.h>
+
+#include "device_helpers.cuh"
+
+namespace xgboost {
+struct CUDAContext {
+ private:
+  dh::XGBCachingDeviceAllocator<char> caching_alloc_;
+  dh::XGBDeviceAllocator<char> alloc_;
+
+ public:
+  /**
+   * \brief Caching thrust policy.
+   */
+  auto CTP() const { return thrust::cuda::par(caching_alloc_).on(dh::DefaultStream()); }
+  /**
+   * \brief Thrust policy without caching allocator.
+   */
+  auto TP() const { return thrust::cuda::par(alloc_).on(dh::DefaultStream()); }
+  auto Stream() const { return dh::DefaultStream(); }
+};
+}  // namespace xgboost
+#endif  // XGBOOST_COMMON_CUDA_CONTEXT_CUH_