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[WIP] Fix multiclass auc with empty dataset. #6946

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Will rebase onto master after debugging. For some reason the allreduce in nccl triggers a memory access error and I haven't figured out the root cause. I'm curious in seeing what's going to happen on CI.

@@ -117,7 +117,8 @@ class SoftmaxMultiClassObj : public ObjFunction {
std::vector<int>& label_correct_h = label_correct_.HostVector();
for (auto const flag : label_correct_h) {
if (flag != 1) {
LOG(FATAL) << "SoftmaxMultiClassObj: label must be in [0, num_class).";
LOG(FATAL) << "SoftmaxMultiClassObj: label must be in [0, num_class)."
<< "Labels:" << info.labels_.Size();
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Revert this

@trivialfis trivialfis closed this May 7, 2021
@trivialfis trivialfis deleted the test-empty-auc branch May 7, 2021 17:19
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