* Move get transpose into cc.
* Clean up headers in host device vector, remove thrust dependency.
* Move span and host device vector into public.
* Install c++ headers.
* Short notes for c and c++.
Co-Authored-By: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
* Make C++ unit tests run and pass on Windows
* Fix logic for external memory. The letter ':' is part of drive letter,
so remove the drive letter before splitting on ':'.
* Cosmetic syntax changes to keep MSVC happy.
* Fix lint
* Add Windows guard
* Implement Transform class.
* Add tests for softmax.
* Use Transform in regression, softmax and hinge objectives, except for Cox.
* Mark old gpu objective functions deprecated.
* static_assert for softmax.
* Split up multi-gpu tests.
