[GPU-Plugin] Add GPU accelerated prediction (#2593)

* [GPU-Plugin] Add GPU accelerated prediction

* Improve allocation message

* Update documentation

* Resolve linker error for predictor

* Add unit tests

tests/cpp/predictor/test_cpu_predictor.cc

@@ -0,0 +1,54 @@
+// Copyright by Contributors
+#include <gtest/gtest.h>
+#include <xgboost/predictor.h>
+#include "../helpers.h"
+
+namespace xgboost {
+TEST(cpu_predictor, Test) {
+  std::unique_ptr<Predictor> cpu_predictor =
+      std::unique_ptr<Predictor>(Predictor::Create("cpu_predictor"));
+
+  std::vector<std::unique_ptr<RegTree>> trees;
+  trees.push_back(std::unique_ptr<RegTree>(new RegTree));
+  trees.back()->InitModel();
+  (*trees.back())[0].set_leaf(1.5f);
+  gbm::GBTreeModel model(0.5);
+  model.CommitModel(std::move(trees), 0);
+  model.param.num_output_group = 1;
+  model.base_margin = 0;
+
+  int n_row = 5;
+  int n_col = 5;
+
+  auto dmat = CreateDMatrix(n_row, n_col, 0);
+
+  // Test predict batch
+  std::vector<float> out_predictions;
+  cpu_predictor->PredictBatch(dmat.get(), &out_predictions, model, 0);
+  for (int i = 0; i < out_predictions.size(); i++) {
+    ASSERT_EQ(out_predictions[i], 1.5);
+  }
+
+  // Test predict instance
+  auto batch = dmat->RowIterator()->Value();
+  for (int i = 0; i < batch.size; i++) {
+    std::vector<float> instance_out_predictions;
+    cpu_predictor->PredictInstance(batch[i], &instance_out_predictions, model);
+    ASSERT_EQ(instance_out_predictions[0], 1.5);
+  }
+
+  // Test predict leaf
+  std::vector<float> leaf_out_predictions;
+  cpu_predictor->PredictLeaf(dmat.get(), &leaf_out_predictions, model);
+  for (int i = 0; i < leaf_out_predictions.size(); i++) {
+    ASSERT_EQ(leaf_out_predictions[i], 0);
+  }
+
+  // Test predict contribution
+  std::vector<float> out_contribution;
+  cpu_predictor->PredictContribution(dmat.get(), &out_contribution, model);
+  for (int i = 0; i < out_contribution.size(); i++) {
+    ASSERT_EQ(out_contribution[i], 1.5);
+  }
+}
+}  // namespace xgboost