External data adapters (#5044)

* Use external data adapters as lightweight intermediate layer between external data and DMatrix

tests/cpp/common/test_group_data.cc

@@ -0,0 +1,54 @@
+/*!
+ * Copyright 2019 by Contributors
+ */
+#include <gtest/gtest.h>
+#include <xgboost/data.h>
+#include "../../../src/common/group_data.h"
+
+namespace xgboost {
+namespace common {
+
+TEST(group_data, ParallelGroupBuilder) {
+  std::vector<size_t> offsets;
+  std::vector<Entry> data;
+  ParallelGroupBuilder<Entry, size_t> builder(&offsets, &data);
+  builder.InitBudget(0, 1);
+  // Add two rows with two elements each
+  builder.AddBudget(0, 0, 2);
+  builder.AddBudget(1, 0, 2);
+
+  builder.InitStorage();
+  builder.Push(0, Entry(0, 0), 0);
+  builder.Push(0, Entry(1, 1), 0);
+  builder.Push(1, Entry(0, 2), 0);
+  builder.Push(1, Entry(1, 3), 0);
+
+  std::vector<Entry> expected_data{
+      Entry(0, 0),
+      Entry(1, 1),
+      Entry(0, 2),
+      Entry(1, 3),
+  };
+  std::vector<size_t> expected_offsets{0, 2, 4};
+
+  EXPECT_EQ(data, expected_data);
+  EXPECT_EQ(offsets, expected_offsets);
+
+  // Create new builder, add one more row given already populated offsets/data
+  ParallelGroupBuilder<Entry, size_t> builder2(&offsets, &data);
+  builder2.InitBudget(0, 1);
+  builder2.AddBudget(2, 0, 2);
+  builder2.InitStorage();
+  builder2.Push(2, Entry(0, 4), 0);
+  builder2.Push(2, Entry(1, 5), 0);
+
+  expected_data.emplace_back(Entry(0, 4));
+  expected_data.emplace_back(Entry(1, 5));
+  expected_offsets.emplace_back(6);
+
+  EXPECT_EQ(data, expected_data);
+  EXPECT_EQ(offsets, expected_offsets);
+}
+
+}  // namespace common
+}  // namespace xgboost