Andrew V. Adinetz b8a0d66fe6 Multi-GPU HostDeviceVector. (#3287)
* Multi-GPU HostDeviceVector.

- HostDeviceVector instances can now span multiple devices, defined by GPUSet struct
- the interface of HostDeviceVector has been modified accordingly
- GPU objective functions are now multi-GPU
- GPU predicting from cache is now multi-GPU
- avoiding omp_set_num_threads() calls
- other minor changes
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