add pointers to the gpu external memory paper (#5684)

doc/gpu/index.rst

@@ -227,6 +227,8 @@ References
 
 `Nvidia Parallel Forall: Gradient Boosting, Decision Trees and XGBoost with CUDA <https://devblogs.nvidia.com/parallelforall/gradient-boosting-decision-trees-xgboost-cuda/>`_
 
+`Out-of-Core GPU Gradient Boosting <https://arxiv.org/abs/2005.09148>`_
+
 Contributors
 ============
 Many thanks to the following contributors (alphabetical order):

doc/tutorials/external_memory.rst

@@ -52,6 +52,8 @@ data to further reduce GPU memory usage:
     'sampling_method': 'gradient_based',
   }
 
+For more information, see `this paper <https://arxiv.org/abs/2005.09148>`_.
+
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