This PR prepares the GHistIndexMatrix to host the column matrix which is used by the hist tree method by accepting sparse_threshold parameter.
Some cleanups are made to ensure the correct batch param is being passed into DMatrix along with some additional tests for correctness of SimpleDMatrix.
This is the one last PR for removing omp global variable.
* Add context object to the `DMatrix`. This bridges `DMatrix` with https://github.com/dmlc/xgboost/issues/7308 .
* Require context to be available at the construction time of booster.
* Add `n_threads` support for R csc DMatrix constructor.
* Remove `omp_get_max_threads` in R glue code.
* Remove threading utilities that rely on omp global variable.
* Set default dtor for SimpleDMatrix to initialize default copy ctor, which is
deleted due to unique ptr.
* Remove commented code.
* Remove warning for calling host function (std::max).
* Remove warning for initialization order.
* Remove warning for unused variables.
* 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.
* Add checks for group size.
* Simple docs.
* Search group index during hist cut matrix initialization.
Co-authored-by: Jiaming Yuan <jm.yuan@outlook.com>
Co-authored-by: Philip Hyunsu Cho <chohyu01@cs.washington.edu>
