* Move prediction cache into Learner.
* Clean-ups
- Remove duplicated cache in Learner and GBM.
- Remove ad-hoc fix of invalid cache.
- Remove `PredictFromCache` in predictors.
- Remove prediction cache for linear altogether, as it's only moving the
prediction into training process but doesn't provide any actual overall speed
gain.
- The cache is now unique to Learner, which means the ownership is no longer
shared by any other components.
* Changes
- Add version to prediction cache.
- Use weak ptr to check expired DMatrix.
- Pass shared pointer instead of raw pointer.
* Pass pointer to model parameters.
This PR de-duplicates most of the model parameters except the one in
`tree_model.h`. One difficulty is `base_score` is a model property but can be
changed at runtime by objective function. Hence when performing model IO, we
need to save the one provided by users, instead of the one transformed by
objective. Here we created an immutable version of `LearnerModelParam` that
represents the value of model parameter after configuration.
* Apply Configurable to objective functions.
* Apply Model to Learner and Regtree, gbm.
* Add Load/SaveConfig to objs.
* Refactor obj tests to use smart pointer.
* Dummy methods for Save/Load Model.
* 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.
* 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
