Unify logging facilities. (#3982)

* Unify logging facilities.

* Enhance `ConsoleLogger` to handle different verbosity.
* Override macros from `dmlc`.
* Don't use specialized gamma when building with GPU.
* Remove verbosity cache in monitor.
* Test monitor.
* Deprecate `silent`.
* Fix doc and messages.
* Fix python test.
* Fix silent tests.

src/common/device_helpers.cuh

@@ -480,7 +480,7 @@ class BulkAllocator {
   }
 
   template <typename... Args>
-  void Allocate(int device_idx, bool silent, Args... args) {
+  void Allocate(int device_idx, Args... args) {
     size_t size = GetSizeBytes(args...);
 
     char *ptr = AllocateDevice(device_idx, size, MemoryT);