* 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
* - set the appropriate device before freeing device memory...
- pr #4532 added a global memory tracker/logger to keep track of number of (de)allocations
and peak memory usage on a per device basis.
- this pr adds the appropriate check to make sure that the (de)allocation counts and memory usages
makes sense for the device. since verbosity is typically increased on debug/non-retail builds.
* - pre-create cub allocators and reuse them
- create them once and not resize them dynamically. we need to ensure that these allocators
are created and destroyed exactly once so that the appropriate device id's are set
* Only define `gpu_id` and `n_gpus` in `LearnerTrainParam`
* Pass LearnerTrainParam through XGBoost vid factory method.
* Disable all GPU usage when GPU related parameters are not specified (fixes XGBoost choosing GPU over aggressively).
* Test learner train param io.
* Fix gpu pickling.
* Upgrade gtest for clang-tidy.
* Use CMake to install GTest instead of mv.
* Don't enforce clang-tidy to return 0 due to errors in thrust.
* Add a small test for tidy itself.
* Reformat.
* Port elementwise metrics to GPU.
* All elementwise metrics are converted to static polymorphic.
* Create a reducer for metrics reduction.
* Remove const of Metric::Eval to accommodate CubMemory.
