Fix pruner. (#5335)

* Honor the tree depth.
* Prevent pruning pruned node.

tests/python/test_updaters.py

@@ -26,6 +26,30 @@ class TestUpdaters(unittest.TestCase):
             result = run_suite(param)
             assert_results_non_increasing(result, 1e-2)
 
+    @pytest.mark.skipif(**tm.no_sklearn())
+    def test_pruner(self):
+        import sklearn
+        params = {'tree_method': 'exact'}
+        cancer = sklearn.datasets.load_breast_cancer()
+        X = cancer['data']
+        y = cancer["target"]
+
+        dtrain = xgb.DMatrix(X, y)
+        booster = xgb.train(params, dtrain=dtrain, num_boost_round=10)
+        grown = str(booster.get_dump())
+
+        params = {'updater': 'prune', 'process_type': 'update', 'gamma': '0.2'}
+        booster = xgb.train(params, dtrain=dtrain, num_boost_round=10,
+                            xgb_model=booster)
+        after_prune = str(booster.get_dump())
+        assert grown != after_prune
+
+        booster = xgb.train(params, dtrain=dtrain, num_boost_round=10,
+                            xgb_model=booster)
+        second_prune = str(booster.get_dump())
+        # Second prune should not change the tree
+        assert after_prune == second_prune
+
     @pytest.mark.skipif(**tm.no_sklearn())
     def test_fast_histmaker(self):
         variable_param = {'tree_method': ['hist'],