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/math.h

@@ -116,7 +116,6 @@ inline static bool CmpSecond(const std::pair<float, unsigned> &a,
 #if XGBOOST_STRICT_R_MODE
 // check nan
 bool CheckNAN(double v);
-double LogGamma(double v);
 #else
 template<typename T>
 inline bool CheckNAN(T v) {
@@ -126,9 +125,19 @@ inline bool CheckNAN(T v) {
   return std::isnan(v);
 #endif
 }
+#endif  // XGBOOST_STRICT_R_MODE_
+
+// GPU version is not uploaded in CRAN anyway.
+// Specialize only when using R with CPU.
+#if XGBOOST_STRICT_R_MODE && !defined(XGBOOST_USE_CUDA)
+double LogGamma(double v);
+
+#else  // Not R or R with GPU.
+
 template<typename T>
 XGBOOST_DEVICE inline T LogGamma(T v) {
 #ifdef _MSC_VER
+
 #if _MSC_VER >= 1800
   return lgamma(v);
 #else
@@ -136,12 +145,15 @@ XGBOOST_DEVICE inline T LogGamma(T v) {
                 ", poisson regression will be disabled")
   utils::Error("lgamma function was not available until VS2013");
   return static_cast<T>(1.0);
-#endif
+#endif  // _MSC_VER >= 1800
+
 #else
   return lgamma(v);
 #endif
 }
-#endif  // XGBOOST_STRICT_R_MODE_
+
+#endif  // XGBOOST_STRICT_R_MODE && !defined(XGBOOST_USE_CUDA)
+
 }  // namespace common
 }  // namespace xgboost
 #endif  // XGBOOST_COMMON_MATH_H_