- Pass context from booster to DMatrix.
- Use context instead of integer for `n_threads`.
- Check the consistency configuration for `max_bin`.
- Test for all combinations of initialization options.
* Prepare for improving Windows networking compatibility.
* Include dmlc filesystem indirectly as dmlc/filesystem.h includes windows.h, which
conflicts with winsock2.h
* Define `NOMINMAX` conditionally.
* Link the winsock library when mysys32 is used.
* Add config file for read the doc.