Implement transform to reduce CPU/GPU code duplication. (#3643)

* Implement Transform class.
* Add tests for softmax.
* Use Transform in regression, softmax and hinge objectives, except for Cox.
* Mark old gpu objective functions deprecated.
* static_assert for softmax.
* Split up multi-gpu tests.

tests/cpp/common/test_transform_range.cc

@@ -0,0 +1,61 @@
+#include <xgboost/base.h>
+#include <gtest/gtest.h>
+#include <vector>
+
+#include "../../../src/common/host_device_vector.h"
+#include "../../../src/common/transform.h"
+#include "../../../src/common/span.h"
+#include "../helpers.h"
+
+#if defined(__CUDACC__)
+
+#define TRANSFORM_GPU_RANGE GPUSet::Range(0, 1)
+#define TRANSFORM_GPU_DIST GPUDistribution::Block(GPUSet::Range(0, 1))
+
+#else
+
+#define TRANSFORM_GPU_RANGE GPUSet::Empty()
+#define TRANSFORM_GPU_DIST GPUDistribution::Block(GPUSet::Empty())
+
+#endif
+
+template <typename Iter>
+void InitializeRange(Iter _begin, Iter _end) {
+  float j = 0;
+  for (Iter i = _begin; i != _end; ++i, ++j) {
+    *i = j;
+  }
+}
+
+namespace xgboost {
+namespace common {
+
+template <typename T>
+struct TestTransformRange {
+  void XGBOOST_DEVICE operator()(size_t _idx,
+                                 Span<bst_float> _out, Span<const bst_float> _in) {
+    _out[_idx] = _in[_idx];
+  }
+};
+
+TEST(Transform, DeclareUnifiedTest(Basic)) {
+  const size_t size {256};
+  std::vector<bst_float> h_in(size);
+  std::vector<bst_float> h_out(size);
+  InitializeRange(h_in.begin(), h_in.end());
+  std::vector<bst_float> h_sol(size);
+  InitializeRange(h_sol.begin(), h_sol.end());
+
+  const HostDeviceVector<bst_float> in_vec{h_in, TRANSFORM_GPU_DIST};
+  HostDeviceVector<bst_float> out_vec{h_out, TRANSFORM_GPU_DIST};
+  out_vec.Fill(0);
+
+  Transform<>::Init(TestTransformRange<bst_float>{}, Range{0, size}, TRANSFORM_GPU_RANGE)
+      .Eval(&out_vec, &in_vec);
+  std::vector<bst_float> res = out_vec.HostVector();
+
+  ASSERT_TRUE(std::equal(h_sol.begin(), h_sol.end(), res.begin()));
+}
+
+} // namespace common
+} // namespace xgboost