* Change DefaultEvalMetric of classification from error to logloss
* Change default binary metric in plugin/example/custom_obj.cc
* Set old error metric in python tests
* Set old error metric in R tests
* Fix missed eval metrics and typos in R tests
* Fix setting eval_metric twice in R tests
* Add warning for empty eval_metric for classification
* Fix Dask tests
Co-authored-by: Hyunsu Cho <chohyu01@cs.washington.edu>
* fix rebase conflict
* [core] additional gblinear improvements
* [R] callback for gblinear coefficients history
* force eta=1 for gblinear python tests
* add top_k to GreedyFeatureSelector
* set eta=1 in shotgun test
* [core] fix SparsePage processing in gblinear; col-wise multithreading in greedy updater
* set sorted flag within TryInitColData
* gblinear tests: use scale, add external memory test
* fix multiclass for greedy updater
* fix whitespace
* fix typo
