Refactor configuration [Part II]. (#4577)

* Refactor configuration [Part II].

* General changes:
** Remove `Init` methods to avoid ambiguity.
** Remove `Configure(std::map<>)` to avoid redundant copying and prepare for
   parameter validation. (`std::vector` is returned from `InitAllowUnknown`).
** Add name to tree updaters for easier debugging.

* Learner changes:
** Make `LearnerImpl` the only source of configuration.

    All configurations are stored and carried out by `LearnerImpl::Configure()`.

** Remove booster in C API.

    Originally kept for "compatibility reason", but did not state why.  So here
    we just remove it.

** Add a `metric_names_` field in `LearnerImpl`.
** Remove `LazyInit`.  Configuration will always be lazy.
** Run `Configure` before every iteration.

* Predictor changes:
** Allocate both cpu and gpu predictor.
** Remove cpu_predictor from gpu_predictor.

    `GBTree` is now used to dispatch the predictor.

** Remove some GPU Predictor tests.

* IO

No IO changes.  The binary model format stability is tested by comparing
hashing value of save models between two commits

src/linear/linear_updater.cc

@@ -11,7 +11,7 @@ DMLC_REGISTRY_ENABLE(::xgboost::LinearUpdaterReg);
 
 namespace xgboost {
 
-LinearUpdater* LinearUpdater::Create(const std::string& name, LearnerTrainParam const* lparam) {
+LinearUpdater* LinearUpdater::Create(const std::string& name, GenericParameter const* lparam) {
   auto *e = ::dmlc::Registry< ::xgboost::LinearUpdaterReg>::Get()->Find(name);
   if (e == nullptr) {
     LOG(FATAL) << "Unknown linear updater " << name;

src/linear/updater_coordinate.cc

@@ -24,8 +24,7 @@ DMLC_REGISTRY_FILE_TAG(updater_coordinate);
 class CoordinateUpdater : public LinearUpdater {
  public:
   // set training parameter
-  void Init(
-      const std::vector<std::pair<std::string, std::string> > &args) override {
+  void Configure(Args const& args) override {
     const std::vector<std::pair<std::string, std::string> > rest {
       tparam_.InitAllowUnknown(args)
     };

src/linear/updater_gpu_coordinate.cu

@@ -157,8 +157,7 @@ class DeviceShard {
 class GPUCoordinateUpdater : public LinearUpdater {
  public:
   // set training parameter
-  void Init(
-      const std::vector<std::pair<std::string, std::string>> &args) override {
+  void Configure(Args const& args) override {
     tparam_.InitAllowUnknown(args);
     selector_.reset(FeatureSelector::Create(tparam_.feature_selector));
     monitor_.Init("GPUCoordinateUpdater");

src/linear/updater_shotgun.cc

@@ -14,7 +14,7 @@ DMLC_REGISTRY_FILE_TAG(updater_shotgun);
 class ShotgunUpdater : public LinearUpdater {
  public:
   // set training parameter
-  void Init(const std::vector<std::pair<std::string, std::string> > &args) override {
+  void Configure(Args const& args) override {
     param_.InitAllowUnknown(args);
     if (param_.feature_selector != kCyclic &&
         param_.feature_selector != kShuffle) {