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/tree/test_prune.cc

@@ -37,7 +37,7 @@ TEST(Updater, Prune) {
   std::vector<RegTree*> trees {&tree};
   // prepare pruner
   std::unique_ptr<TreeUpdater> pruner(TreeUpdater::Create("prune", &lparam));
-  pruner->Init(cfg);
+  pruner->Configure(cfg);
 
   // loss_chg < min_split_loss;
   tree.ExpandNode(0, 0, 0, true, 0.0f, 0.3f, 0.4f, 0.0f, 0.0f);