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/helpers.h

@@ -15,6 +15,12 @@
 #include <xgboost/objective.h>
 #include <xgboost/metric.h>
 
+#if defined(__CUDACC__)
+#define DeclareUnifiedTest(name) GPU ## name
+#else
+#define DeclareUnifiedTest(name) name
+#endif
+
 std::string TempFileName();
 
 bool FileExists(const std::string name);
@@ -46,6 +52,12 @@ xgboost::bst_float GetMetricEval(
   std::vector<xgboost::bst_float> labels,
   std::vector<xgboost::bst_float> weights = std::vector<xgboost::bst_float> ());
 
+namespace xgboost {
+bool IsNear(std::vector<xgboost::bst_float>::const_iterator _beg1,
+            std::vector<xgboost::bst_float>::const_iterator _end1,
+            std::vector<xgboost::bst_float>::const_iterator _beg2);
+}
+
 /**
  * \fn  std::shared_ptr<xgboost::DMatrix> CreateDMatrix(int rows, int columns, float sparsity, int seed);
  *