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Update cmake with native cuda support #4316

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RAMitchell
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FindCuda.cmake is deprecated, making it a good time to switch.

Native cuda support in cmake allows me to enable compilation dynamic parallelism in future (which I couldn't do with old cuda cmake) as well as enables multithreaded compilation on Windows, saving me a lot of development time.

@trivialfis I think we discussed this in the past and I was hesitant to switch because of problems, but this time when I tried it everything went smoothly so I guess I just did something wrong last time.

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I think we discussed this in the past

@RAMitchell Yap. There were two concerns around this. Other than the one you mentioned above, newer version of CMake is rarely packaged in distributions. Here is a search result from Ubuntu 16.04LTS: https://packages.ubuntu.com/search?suite=xenial&searchon=names&keywords=cmake

So we might need to think it through ...

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trivialfis commented Mar 31, 2019

@RAMitchell I have a branch for a complete rewrite of CMake: https://github.com/trivialfis/xgboost/tree/cmake . I don't want to pull it in because it still uses old CUDA wrapper. But if we were to bump the CMake version, I would like to merge that branch here, and enable distributing C-APIs along the way.

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@trivialfis I think I am ok with Ubuntu 16.04LTS users having to upgrade their cmake. We have prepackaged binary releases including nccl now so I think building from source is less common.

What do you want me to do with this PR? Should I finish it or would you prefer to do it yourself as a part of the cmake rewrite?

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@RAMitchell I would like to make it part of my rewrite.

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@RAMitchell Feel free to reopen.

@trivialfis trivialfis closed this Mar 31, 2019
@trivialfis trivialfis mentioned this pull request Apr 4, 2019
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