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.

tests/cpp/common/test_device_helpers.cu

@@ -5,7 +5,6 @@
 #include <thrust/device_vector.h>
 #include <xgboost/base.h>
 #include "../../../src/common/device_helpers.cuh"
-#include "../../../src/common/timer.h"
 #include "gtest/gtest.h"
 
 struct Shard { int id; };

tests/cpp/common/test_monitor.cc

@@ -0,0 +1,32 @@
+#include <gtest/gtest.h>
+#include <xgboost/logging.h>
+#include <string>
+#include "../../../src/common/timer.h"
+
+namespace xgboost {
+namespace common {
+TEST(Monitor, Basic) {
+  auto run_monitor =
+      []() {
+        Monitor monitor_;
+        monitor_.Init("Monitor test");
+        monitor_.Start("basic");
+        monitor_.Stop("basic");
+      };
+
+  std::map<std::string, std::string> args = {std::make_pair("verbosity", "3")};
+  ConsoleLogger::Configure(args.cbegin(), args.cend());
+  testing::internal::CaptureStderr();
+  run_monitor();
+  std::string output = testing::internal::GetCapturedStderr();
+  ASSERT_NE(output.find("Monitor"), std::string::npos);
+
+  args = {std::make_pair("verbosity", "2")};
+  ConsoleLogger::Configure(args.cbegin(), args.cend());
+  testing::internal::CaptureStderr();
+  run_monitor();
+  output = testing::internal::GetCapturedStderr();
+  ASSERT_EQ(output.find("Monitor"), std::string::npos);
+}
+}  // namespace common
+}  // namespace xgboost