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.

tests/cpp/tree/gpu_hist/test_row_partitioner.cu

@@ -94,7 +94,7 @@ void TestUpdatePosition() {
 }
 
 TEST(RowPartitioner, Basic) { TestUpdatePosition(); }
-  
+
 void TestFinalise() {
   const int kNumRows = 10;
   RowPartitioner rp(0, kNumRows);