Replaced std::vector-based interfaces with HostDeviceVector-based interfaces. (#3116)

* Replaced std::vector-based interfaces with HostDeviceVector-based interfaces.

- replacement was performed in the learner, boosters, predictors,
  updaters, and objective functions
- only interfaces used in training were replaced;
  interfaces like PredictInstance() still use std::vector
- refactoring necessary for replacement of interfaces was also performed,
  such as using HostDeviceVector in prediction cache

* HostDeviceVector-based interfaces for custom objective function example plugin.

src/common/host_device_vector.cc

@@ -12,13 +12,27 @@ namespace xgboost {
 
 template <typename T>
 struct HostDeviceVectorImpl {
-  explicit HostDeviceVectorImpl(size_t size) : data_h_(size) {}
+  explicit HostDeviceVectorImpl(size_t size, T v) : data_h_(size, v) {}
+  explicit HostDeviceVectorImpl(std::initializer_list<T> init) : data_h_(init) {}
+  explicit HostDeviceVectorImpl(const std::vector<T>& init) : data_h_(init) {}
   std::vector<T> data_h_;
 };
 
 template <typename T>
-HostDeviceVector<T>::HostDeviceVector(size_t size, int device) : impl_(nullptr) {
-  impl_ = new HostDeviceVectorImpl<T>(size);
+HostDeviceVector<T>::HostDeviceVector(size_t size, T v, int device) : impl_(nullptr) {
+  impl_ = new HostDeviceVectorImpl<T>(size, v);
+}
+
+template <typename T>
+HostDeviceVector<T>::HostDeviceVector(std::initializer_list<T> init, int device)
+  : impl_(nullptr) {
+  impl_ = new HostDeviceVectorImpl<T>(init);
+}
+
+template <typename T>
+HostDeviceVector<T>::HostDeviceVector(const std::vector<T>& init, int device)
+  : impl_(nullptr) {
+  impl_ = new HostDeviceVectorImpl<T>(init);
 }
 
 template <typename T>
@@ -41,8 +55,8 @@ template <typename T>
 std::vector<T>& HostDeviceVector<T>::data_h() { return impl_->data_h_; }
 
 template <typename T>
-void HostDeviceVector<T>::resize(size_t new_size, int new_device) {
-  impl_->data_h_.resize(new_size);
+void HostDeviceVector<T>::resize(size_t new_size, T v, int new_device) {
+  impl_->data_h_.resize(new_size, v);
 }
 
 // explicit instantiations are required, as HostDeviceVector isn't header-only