[GPU] Add support for linear tree with device=gpu

[dragonbra]

GPU version's implementation refer to issue #6555

[StrikerRUS]

@dragonbra Thanks a lot for your contribution!

I checked that there are no any other differences except "gpu_" prefixes in new files compared to original linear_tree_learner.h and linear_tree_learner.cpp.

I don't think that my review should be count to allow the merge. But I left one wording suggestion and would like to ask you add new files in LightGBM.vcxproj and LightGBM.vcxproj.filters: https://github.com/microsoft/LightGBM/tree/master/windows.

[dragonbra]

@dragonbra Thanks a lot for your contribution!

I checked that there are no any other differences except "gpu_" prefixes in new files compared to original linear_tree_learner.h and linear_tree_learner.cpp.

I don't think that my review should be count to allow the merge. But I left one wording suggestion and would like to ask you add new files in LightGBM.vcxproj and LightGBM.vcxproj.filters: https://github.com/microsoft/LightGBM/tree/master/windows.

Hi, I checked the files LightGBM.vcxproj and LightGBM.vcxproj.filters but I didn't see gpu_tree_learner.h in them. I wonder if I should add things like gpu_linear_tree_learner.h in them without gpu_tree_learner.h.

[StrikerRUS]

@dragonbra Thanks for checking this! Indeed, there are no any gpu_* files. So I think we shouldn't add your new files there as well.

[shiyu1994]

Overall, the solution looks good to me. I've read half of the implementation and need some more time to check the correctness. Thank you.

For test case, I think the test case for this scenario is automatically enabled with existing test cases for linear trees and device_type=gpu.

[shiyu1994]

Given the redundancy in gpu_linear_tree_learner.cpp and linear_tree_learner.cpp, I will try to merge these two files. Will push some changes to remove the duplicate code soon.

[jameslamb]

Thank you very much for simplifying this to reduce the code duplication @shiyu1994 !