Fix CPU hist init for sparse dataset. (#4625)

* Fix CPU hist init for sparse dataset.

* Implement sparse histogram cut.
* Allow empty features.

* Fix windows build, don't use sparse in distributed environment.

* Comments.

* Smaller threshold.

* Fix windows omp.

* Fix msvc lambda capture.

* Fix MSVC macro.

* Fix MSVC initialization list.

* Fix MSVC initialization list x2.

* Preserve categorical feature behavior.

* Rename matrix to sparse cuts.
* Reuse UseGroup.
* Check for categorical data when adding cut.

Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>

* Sanity check.

* Fix comments.

* Fix comment.

src/common/common.h

@@ -72,6 +72,11 @@ inline std::string ToString(const T& data) {
   return os.str();
 }
 
+template <typename T1, typename T2>
+XGBOOST_DEVICE T1 DivRoundUp(const T1 a, const T2 b) {
+  return static_cast<T1>(std::ceil(static_cast<double>(a) / b));
+}
+
 /*
  * Range iterator
  */