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

tests/cpp/test_main.cc

@@ -1,12 +1,13 @@
 // Copyright by Contributors
 #include <gtest/gtest.h>
+#include <xgboost/base.h>
 #include <xgboost/logging.h>
 #include <string>
 #include <vector>
 
 int main(int argc, char ** argv) {
-  std::vector<std::pair<std::string, std::string>> args {{"verbosity", "2"}};
-  xgboost::ConsoleLogger::Configure(args.begin(), args.end());
+  xgboost::Args args {{"verbosity", "2"}};
+  xgboost::ConsoleLogger::Configure(args);
   testing::InitGoogleTest(&argc, argv);
   testing::FLAGS_gtest_death_test_style = "threadsafe";
   return RUN_ALL_TESTS();