Fix matrix attributes not sliced

[jeffzi]

In the R package, the user can provide additional information for the custom objective function by adding attributes to the DMatrix . xgb.cv relies on slice.xgb.DMatrix for slicing the folds.

However, those attributes are sliced only if they are vectors of same length as the DMatrix. In a multiclass problem, it makes sense to use a matrix instead of a vector for additional information about the classes.

MWE:

library(xgboost)

data(agaricus.train, package = "xgboost")

dtrain <- xgb.DMatrix(agaricus.train$data, label = agaricus.train$label)
attr(dtrain, "vec") <- getinfo(dtrain, "label")
nrow(dtrain)
#> [1] 6513
train_len <- length(attr(dtrain, "vec"))
attr(dtrain, "mat") <- matrix(runif(train_len * 2), nrow = train_len, ncol = 2)
length(attr(dtrain, "mat")) # != nrow(dtrain), will not be sliced
#> [1] 13026
dim(attr(dtrain, "mat"))
#> [1] 6513    2

dtrain <- slice(dtrain, 1:20)
length(attr(dtrain, "vec"))
#> [1] 20
attr(dtrain, "mat")
#> NULL

^{Created on 2019-03-29 by the reprex package (v0.2.1)}

This PR fixes the issue by testing NROW instead of length and slices tabular attributes by row, similarly to what is done for the DMatrix itself.

[codecov-io]

Codecov Report

Merging #4311 into master will increase coverage by <.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #4311      +/-   ##
==========================================
+ Coverage   67.82%   67.82%   +<.01%     
==========================================
  Files         132      132              
  Lines       12201    12202       +1     
==========================================
+ Hits         8275     8276       +1     
  Misses       3926     3926

Impacted Files	Coverage Δ
src/tree/updater_colmaker.cc	39.68% <0%> (+0.11%)	⬆️

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[trivialfis]

Hi @hetong007 , could you help review this?

[hetong007]

LGTM.